HEVC actually requires a $1 license you can get from the ms store. It's a royalty thing. OEMs often ship PCs with that license already enabled.
There are more applications than just windows Media Player that won't play hevc files/streams without that license installed.
VLC doesn't really seem to care about those things though and it's better than the default anyways.
There's a couple SD-WAN solutions out there that you can do this with. Essentially route all your traffic through one or more VPSes while still keeping things like port forwards and STUN working properly.
I've had to use it to enable proper video feeds to and from people that had Spectrum as their ISP.