I believe the UDP ports are for discovery on your local network so no need to handle them with your reverse proxy. If you've got them passed through docker your local devices should pick them up.
They're also not required since you can always just enter the address manually. I don't bother passing them into my container.
The desktop app should have maximum encoding compatibility so you direct play. It's not guaranteed with browsers e.g. I believe Firefox doesn't and will never support HEVC.
My gripe with the desktop app is lack of ability to easily refresh like with a browser. The UI bugs out sometimes and I end up having to close and reopen the app.