Infuse
Infuse is an app for macOS and iOS that works great. It seems to support pretty much every format and lets you download stuff to watch offline. It does cost ~$16 per year.
To set it up, add a new file source, scroll down to “other Jellyfin” and enter information as shown in the screenshot (enter your own username/password obviously):
Do not include the https:// part in the address field
Do not check install InfuseSync, it is already installed
Screenshot of setup:
