Thanks, I think I have got the idea about kio-fuse itself.
Yes I’m aware of the necessary steps for mpv to play video in smb, which has been discussed here (with the help of @Darksky): Building ffmpeg-git, target not found: intel-graphics-compiler-bin. Basically rebuild the ffmpeg so it has --enable-libsmbclient functionaliy, and then mpv depends on this to play smb videos.
The thing is, if I open video from terminal in the virtual directory kio-fuse creates, it seems there’s no need to use this --enable-libsmbclient at all. That would be another problem to discuss: to open smb video without kio-fuse using ffmpeg’s libsmbclient support, the url it receives must be in format like smb://<user>@<host>. What Dolphin passes to ffmpeg is smb://<host>. Knowing this, I think this is too much a hustle for me to solve, I’ll use your suggestions instead!