Hi. Sorry for reviving this old thread, but it's pretty googlable, so I just wanted to pop in and say that DLNA has everything to do with multicast routing. In any case, at least the implementations that I've seen do.
DLNA works atop SSDP. Media servers send out multicast UDP ssdp:alive packets periodically to 239.255.255.250:1900, and clients search for media servers by sending multicast UDP ssdp:discover packets to the same group address. That's the case for pretty much everything I've seen: Jellyfin, Plex, VLC, Samsung TVs... Those packets are actually plain HTTP over UDP, you can capture them with Wireshark and then read them to understand what's happening if something goes wrong.
Anyhow, when a client receives an ssdp:alive, it will immediately know how to contact the server, because an ssdp:alive packet contains the location it should connect to to get the main xml file with all the important stuff in it. However, if trying to discover a server with ssdp:discover (the way it arguably shoud be done), the server will need to actually respond to the client from its own unicast address with the location URI. Keep this in mind when building firewalls.
Now, the reason why it didn't work with IGMP Proxy or other things is probably because until quite recently, MikroTik has been quite bad when it comes to everything to do with multicast. But, at this particular point in time, it seems they're finally figuring stuff out. If you set up a PIM SM instance with your VLAN interfaces in interface templates and don't forget to duplicate them in IGMP interface thingamajig for ROS 7.25+, it should just work. Moreover, MikroTik now has a built-in mDNS proxy thing that you can just enable so that services which rely on that stuff can work across VLANs.
My personal experience with Jellyfin & VLC across two VLANs has been eeh... flaky, but it definitely can work.
I've had a lot of time on my hands recently, so I've been trying to figure out why my inter-VLAN DLNA stopped working at some point. Isolated things to a minimal setup, went back all the way to RouterOS 7.13 and worked my way back up, everything works as far back as RouterOS 7.16, and it broke at no point (although for some reason VLAN configuration just didn't work until like ROS 7.15), with a small update to the configuration needed on RouterOS 7.25. I then tested it on my home network, no bueno. The server just did not receive the packets for group 239.255.255.250, even though a multicast client for that group set up on the router that the server's connected to, on the same VLAN as the server (you can do that in /routing/gmp), would receive the packets. I then proceeded to use socat on the server to see if that would work, and the server suddenly started receiving the packets. It seemed to me like nothing changed in /bridge/mdb, nothing changed in PIM SM UIB SG table, it just started working magically. A few days have passed at this point, I've rebooted the server several times, I even shut it down for a while. It still receives the group packets just fine. I don't know what in the Linux kernel IGMP brain fart is going on, but I'm monitoring it now.