I get this by self-hosting. You can try Plex, Jellyfin, some complex tunneled MPD setup. I'm sure there are other ways.

1. I pay artists as directly as possible.

2. Anything in any format that I can find and record is available.

3. & 4. I can choose the appropriate hosting method based on context. Playing on my phone or through a smart speaker? PlexAmp app is very polished and makes navigating a large library mostly painless. Plex mobile app can work in offline mode too if you download before loosing Internet. Playing on another Linux machine, maybe a headless one connected to the stereo? I setup an NFS share and/or use MPD. There are android apps to remote control an MPD server that's directly connected to a sound system too.

I don't think a service will ever be able to match what I can do with self-hosting. I'm not even very good at it or put that much effort into it anymore. Other people have done so much more and there are some crazy home brew setups out there.

I recenty switched to Tidal.

1. I've heard from others that it pays music creators better, but can't verify those claims.
2. It has almost everything I've saved on Spotify, from symphonic metal to Altai throat singing. It's only missing a couple of early Russian rock bands. It also offers importing your library from other platforms as a one-time paid service.
3. I haven't tried it on Windows. The Android app is fine, more or less the same as Spotify. On Linux, the only well-maintained client is Tidal-HIFI, which is just the web app in an Electron wrapper with some hackery that allows it to play high quality audio. There's also a Python API (tidalapi on PyPI) that smaller projects might use, so keep an eye out for them.
4. I've never used Kodi or a separate device for audio streaming, but it looks like there's an addon for it.

(edit) I'd love to hear the downvoters explain why they disagree. Don't be a coward.

Service as a software subtitute is another way to hijack control over our own computing. Voting with our wallet never stops them, libre software does.

Beatport offers some very high quality streaming; but since it's oriented more towards DJs, the discovery aspect of it is pretty lacking. If you only want to listen to the specific songs you pick, it's pretty good. Plus, you can buy songs in FLAAC format.

I recently looked at different streaming service companies and the one behind Qobuz looked like the least bad. Tidal is owned by @jack.

I've been streaming my own stuff via mpd for about 25 years. It has its own http server (much more robust now than it was when they introduced it), plus it can broadcast via icecast/shoutcast.

ibroadcast

is a free service that you upload and sync your music to that allows you to access your own stuff everywhere. Clients for every platform. The premium tier streams in flac, etc....

Try Spotube on Android. Download it over Fdroid for the full version. It's essentially Spotify without ads and you can link it to your old Spotify account to sync your old data.