@Xowap that's how streaming music from your OneDrive music folder in the groove music app works... Also I think that might be how google play music works (?)
@Xowap like I just put most of my library in my onedrive/music folder and then groove streams it from there. Or if I'm on a pc that has that folder synced already it just uses the local copy because why not
@Xowap Google Play Music (assuming you're in a country where this is available), Plex, Kodi. The latter two you would have to set up and host the files yourself.
@Xowap I haven't used Kodi, personally. I love Plex, especially now that they can interface with cloud storage as a server, so your music is still self hosted but in the cloud.