Personally, I like the idea of an easily removable (without the need for tools) roost. I can replace it or remove it if needed. Getting the roosts out of the way makes coop cleanouts much easier. My roost is a 2x4 cut to the width of my coop and resting in "brackets" made from notched 2x4 pieces.
I'd be inclined to not screw the branches in place but to notch out the 2x4 as the OP initially mentioned. Alternatively just make the horizontal "arms" two 2x4s thick but cut the top one in two pieces and leave a gap for the branch to rest in. Or drill some holes in the top surface of the 2x4 arms and insert some dowels that cradle the roost and prevent it from sliding along the 2x4 but allow it to be lifted up and removed if needed.
I'd be inclined to not screw the branches in place but to notch out the 2x4 as the OP initially mentioned. Alternatively just make the horizontal "arms" two 2x4s thick but cut the top one in two pieces and leave a gap for the branch to rest in. Or drill some holes in the top surface of the 2x4 arms and insert some dowels that cradle the roost and prevent it from sliding along the 2x4 but allow it to be lifted up and removed if needed.