Quick questions about remote access

I’ve read quite a bit about this but I seem to find a bit of conflicting or perhaps old information.

With the EX4 will I be able to watch the videos I have saved on it without downloading them, from a remote location regardless of the file type, as long as the computer/phone is able to play it?

I have a few TB of mkv files and I want to be able to play it with a media player of my choosing on any device and without downloading them.

For the particular usage you have in mind I do not believe the unit is going to meet your needs. Remote file playback requires a connection between the NAS and the playback device, which is done through the app or via a supported web browser.