I get this by self-hosting. You can try Plex, Jellyfin, some complex tunneled MPD setup. I'm sure there are other ways.
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I pay artists as directly as possible.
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Anything in any format that I can find and record is available.
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& 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.