You likely need a custom data source. Here are some examples: https://juliensalvi.medium.com/building-custom-datasource-for-exoplayer-87fd16c71950
https://github.com/sentinelweb/LanTV/blob/master/tvmod/src/main/java/uk/co/sentinelweb/tvmod/exoplayer/upstream/SmbDataSource.java