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WorkOS
The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.
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Windows-classic-samples
This repo contains samples that demonstrate the API used in Windows classic desktop applications.
As mentioned, a VPN. Or you could try setting up Syncthing.
That said I do also like Jellyfin. Jellyfin is less polished, but it's opensource, and it's written in C#. So once you get it up and running, you could even dig in to the code and customize things to work the way you want.
I'll throw out that if you decide to use Plex, there's also Tautulli that works with it and gives you a lot of stats about your library and usage. It might be of interest
MS advises against .NET shell extensions, but I think it's possible. There's a C++ example in the SDK here.