There is no such thing as a Rollover Roth IRA. The term Rollover IRA is an archaic term for a traditional IRA intended to receive a rollover from the traditional account in the employer plan, an account that is not permitted to receive a rollover from a Roth 401(k) account. To roll over the Roth 401(k) you don't need to do anything other than what you originally planned to do, deposit the check from the Roth 401(k) into the Roth IRA as a rollover.
If you want to roll over the traditional 401(k) account, you can roll that over to a traditional ("rollover") IRA to continue to defer that income. You also have the option to roll that money over to the Roth IRA and include that amount in your current-year taxable income, treating it as a conversion to the Roth IRA.
(The term Rollover IRA was used for a special type of IRA before 2004 intended to be used as a conduit when moving funds between the traditional account in one employer plan and the traditional account in another employer plan. Tax-code changes in 2004 eliminated the special status of a Rollover IRA, allowing pre-tax funds from any traditional IRA, except a SIMPLE IRA within the first two years of establishment of the SIMPLE IRA, to be rolled over to the traditional account in an employer plan. Because a rollover from a Roth IRA to the designated Roth account in an employer plan has never been permitted, there is no such thing as a Rollover Roth IRA that ever could have been used as a conduit.)
