Separate bank and/or brokerage accounts in your 401k are not required as long as a correct and accurate record is kept for ROTH and non-ROTH funds. This way, if Roth contributions or Roth rollovers are made into the Solo 401k, you’re accounting for those as ROTH.
However, for ease of bookkeeping, many Solo 410k accountholders choose to maintain separate bank accounts for Roth and pre-tax funds.
Remember, both bank accounts will be titled under the name of your 401k trust. What many accountholders will choose to do is simply designate the "nickname" (perhaps via online banking) to differentiate which bank account is for Roth funds, and which is for pre-tax funds.