I just pay the qobuz subscription and use this inofficial script which can download the high res flac files from qobuz. (You can also buy music on qobuz and you get the flac file without drm or so as a download, compared to other services which don't give you the file itself)
And then I use jellyfin to host my music library. Jellyfin has many music player apps which you can use.
https://github.com/vitiko98/qobuz-dl
https://jellyfin.org/downloads/clients/all
But most of the time I'm just streaming through qobuz directly.