I run into the same hassle as some of the others: new 4th gen Apple TV, 3 HomeKit devices, one iPhone, one iPad. And I followed strictly the guide given by Apple (Automate and remotely access your HomeKit accessories - Apple Support). But neither does the HomeKit entry appear on Apple TV nor on iPad.
I resetted the iPad to factory default, redone the installation. Did not work.
I logged off and in my iTunes-account multiple times. Did not work.
I backed up the iPhone and the iPad, logged both off from iTunes, resetted the Apple TV, logged into iTunes only on Apple TV. Did not work.
I logged into iTunes again on iPhone and iPad. Did not work.
I've done that cycle two times, with different waiting times in between. Did not work.
What the heck is going on?
Wait a minute. Let me try to attach one of the HomeKit accessories to my iPhone only for testing. Before I kick out all this expensive garbage into the bin.
Plug-in-connector (Parce-Plus) was connected to iPhone. Plug could be switched on and off from iPhone.
Great!
Now the HomeKit-hub again.
What's that? It has appeared silently in the Apple TV. Suddenly it was there. Right after the moment I have connected the first accessory with Home-network.
APPPLE! WHY CAN YOU NOT TELL THAT THERE MUST BE AT LEAST ONE ACCESSORY CONNECTED TO ENABLE A HUB???
OMG, I do not know whether I should be excited about the final success or really angry that I have spend hours of my life-time for a product which is provided with insufficient absolutely mandatory information.