Re: Can I connect a Synology to a Roku Ultra via cat5 to play recorded videos through Roku?
No. That's not how you'd use that (or any other) NAS. The whole point of a NAS is that it's on your network as is the Ultra. You need an app on your NAS that acts as a media server supporting DLNA and then use the Roku Media Player channel/app on your Ultra to access it. See this Sysnology page for information:
Synology has a DLNA server included within their OS. But you can install more robust media servers that provide numerous options to view your media on a Roku, as well as other networked devices.
Emby has a server version for your NAS, as well as many other operating systems. It offered a dedicated channel for Roku that provides a user interface that is similar to sites like Netflix or Prime Video. It's Roku channel does not require enabling DLNA, as it has a direct method to connect to one of their servers. Emby is free, but it does have a paid version that provides additional features.
Plex is probably the most widely available media server, and for good reason. It is simple to use, again has an attractive user interface that is similar to the major streaming sites, and has versions for many OSs. It too has a dedicated app/channel for Roku and almost any other "smart" streaming device. Plex has an advantage that you can stream your media outside your network, so when you travel you can watch anything you want from your server on a Roku or other device. It too is free, with additional paid functionality. It also offers DLNA streaming, but it can be turned off if you are using a player with a Plex app available.
Then there are a large number of dedicated DLNA only servers. I am partial to Serviio, and I am also the author of the Roku profiles that come with it. Serviio has no channel for Roku or other devices, with one exception. A 3rd party has created an Android app called ServiiGo, which can connect to Serviio either on your home network or when away. Serviio is also free, with a paid version that again offers additional features. The paid version (Serviio Pro) is required to use ServiiGo, and also provides a web based player that can access your media from outside your home network. But for inside your firewall, the free version offers just about anything you might need.
On a Roku device, the only player/channel that works solely by DLNA is the Roku Media Player. It doesn't have as nice a user interface as Plex or Emby, and at the moment Roku doesn't appear to be putting much effort into addressing issues it has. If they are working on them, we users haven't seen much effort in recent months. DLNA works just fine with either a wired or wireless network connection. In fact, it's possible to get a faster network connection via WiFi, as the Roku devices with Ethernet connections are limited to 100 Mbps, and I've measured 205 Mbps on my Ultra 4800 using 5 GHz WiFi. However, that speed limitation would only be an issue with ripped 4K video discs, which is really the only media that can exceed 100 Mbps.
One thing to remember with DLNA: the protocol does not work across the Internet, period. That is intentional for security reasons, and why the external access I mentioned uses other methods to make it possible.
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