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Handling streaming gracefully like this is a bit complicated. I've seen a few audio applications that implement it similarly so I tried to make a library that should handle the most common use cases: https://github.com/aschey/stream-download-rs. There's an example using Rodio here: https://github.com/aschey/stream-download-rs/blob/main/examples/audio.rs. I haven't published it yet, but feel free to use it as a git dependency or just copy the code. I haven't tested it thoroughly yet so there may be race conditions or other bugs, but feel free to create an issue or message me if you end up using it and have any problems.
Are you trying to play audio from something like an internet radio station where the stream has an infinite length? The content length header is optional. It uses that to support seeking within the file. Symphonia, one of the underlying backends for Rodio, has an option to tell the decoder that the source is not seekable if the size of the file is not known. Unfortunately, Rodio currently hardcodes this setting to true https://github.com/RustAudio/rodio/blob/master/src/decoder/read_seek_source.rs#L19. I actually wrote this code a few years ago so I should know this, but I can't remember why exactly. I think there was no easy way to communicate this information to Rodio since the other backends don't have a setting like this. The other Rodio backends may handle this differently. There's a lot of great info in this discussion on the Symphonia repo about this use case which helped me with my implementation: https://github.com/pdeljanov/Symphonia/discussions/153