set_user_role

I need to detect when a uses role is changed. I should be able to:

add_action( 'set_user_role', function( $user_id, $role, $old_roles ) 
{
    //  code ...

}, 10, 3 );

However with Members activated ‘set_user_role’ appears to not fire when a role is changed. Disabling Member allows it to fire, but then I am back to only being able to give a user one role. Is there a hook in members that would allow me to detect when a role is changed.