I wrote a long answer. My PC crashed (thanks Logitech!), and I lost the answer. So here is the short version.
Generally, Streams can't be played on a DLNA Renderer. There are exceptions; Radio Swiss Classical and Jazz for example. I haven't worked out exactly what makes a Stream work with a DLNA Renderer, and what makes it fail. It could be only Streams that have specific programming in MC work. But then I have Streamed Radio JRiver, but it doesn't always work. Also, JRiver is still changing stuff for CloudPlay, which seems to be affecting Radio JRiver.
Anything that plays audio directly in a browser using the Windows Default Audio Device can't be Streamed.
Some sites or URLs are detected as Streams and work fine. Some use a popup browser window and don't. Your WQXR Playlist URL plays in a browser window. It isn't going to stream to a DLNA device. It never did.
If a source plays locally, to your default "Player" Zone, and uses the JRiver Audio Engine when it does, then it may Stream okay. You can tell if a source is playing using the JRiver Audio Engine by looking at the Audio Path in MC. It will say if it is not. If MC pops up a question asking if you want to play the stream, that is a good sign that it is trying to play using the JRiver Audio Engine. Also, the Pause, Play, and Stop buttons in MC will work. However, Radio JRiver meets those criteria, and can't won't Stream to a DLNA Renderer.
The WTMD Player URL and "Listen Now" link uses the JRiver Audio Engine, but won't Stream to a DLNA Renderer. The WTMD Baltimore channel doesn't use the JRiver Audio Engine, as examples.
The web media URL you posted in 3 is broken. I can't work out what that URL was supposed to be. It may work, if you could correct that URL.
Standard YouTube doesn't provide the ability to download content. Why would it be possible in MC? Also YouTube plays in a browser window, not in MC. I could be wrong on this, but I think if you have been downloading stuff from YouTube, perhaps in a separate browser window, you must have installed a utility to do so at some time.
The MC Installation creates a shortcut for MC. Use that. If you need a shortcut in another location, copy the existing one and paste it where you need it. If you really need to create a shortcut from an exe, use the correct exe, "Media Center 25.exe", not "MC25.exe". You are doing it wrong now, probably right-clicking on some other file, perhaps the mjr licence file, or an installation file. Google how to manage shortcuts.