Mount Android media folder in Kubuntu instead of using the Dolphin/KDE KIO process (open file directly instead of copying to cache)
Solution 1:
Sorry, but I have too few points to leave this as a comment. The problem is that software can't use KDEs KIO layer to acces network fs. I do not know what distro you are using, but the package kio-fuse should solve your issue.
You could also install cifs-utils, create a mount-point (e.g. /mnt/movies), open the folder with dolphin, and play videos through vlc or whatever your media-player of choice might be.