Is there anyway to get a Vice stream?
No. They do not offer a linear stream on their website, only on-demand content.
Right, but there's a live stream on the Roku Channel app (among others). Has to be a way to do it, no?
Streams in other apps use different sources than Channels does. Channels' TVE implementation only uses live linear streams available on a network's website. If there's no stream, it can't be added.
Comparing what you get in your Sling or Roku app is comparing apples and chainsaws.