It's possible thru Belize. I didn't see anything between Cozumel and Roatan unless you fly back thru Houston or Miami.
Ferry from Cozumel to the mainland. Then somehow to the ADO bus terminal in either Cancun or Playa Del Carmen.
Autobuses ADO Take the bus to Belize City. Detail in english from the Belize side:
The Belize Bus Guide
To move around Belize there's a ferry to Ambergris or flights south.
Maya Island Air or
Tropic Air.
Fly TACA from Belize City to Roatan. 2 long overnight layover flight options:
1 stop Taca connection thru San Salvador - about $636US.
2 stop - thru San Salvador then Tegulcigulpa about $357US. Adds 4 hours to the trip.
This is the portal to search other dates/times:
Matrix - ITA Software
Note that when you select BZE as your origin, pricing is in Belize $$.
That was entertaining, I didn't know that trip was actually possible. We may try that one day.
Travelling between Roatan & Utila We took the ferries. About $100 r/t.
The morning return gets you back to Roatan about 10:30AM for your flight out.