I've gotten my MPV build from https://sourceforge.net/projects/mpv-player-windows/files/64bit/
The file name of the build: mpv-x86_64-20240121-git-a39f9b6.7z
I do not guarantee success with newer builds or MPV from other sources than that one.
What I did to make it work: just enable VxKex
NOTE: I'm not sure if it's because of VirtualBox graphics being an absolute joke, but running MPV crashed DWM and made Windows go back to the Basic theme