We have recently switched from using DomoStats to the Domo Governance datasets and noticed the column "Role" in the Domo Governance datasets does not include anything in it if a user has a custom role.
Domo Governance is a 3rd party connector, and is not officially supported by Domo. I don't believe there is currently a connector that will provide this data with custom roles, I would enter product feedback concerning this so hopefully this can be part of Domo in the future!