Create a private channel naming it something like "Playlist". In the channel, post your audio files from your device. Now, you can listen to your music from any device where the Telegram is installed. The music player in Telegram has the same interface as per usual music player on your phone.
Once you download a song on Telegram, you can continue listening to the song without the Internet. Now, you can forget about music service subscriptions. In addition, the Telegram has a lot of music-related channels — you can forward their music posts to your private playlist too.
One more thing!
When you interrupt a song by listening to an audio message, the music will be cancelled, and you would have to turn it on again. The solution to this is Telegram X. One messenger can be used as a music player, while another is gonna be good for communication.