@Andy It looks like nothing is on the roadmap for this yet.
I mostly use SMB now so I'd like to have favorites there too (I didn't mention that in my original response).
I'm still very interested in this feature, as many others are I suppose. Local favorites aren't worth much as most devices don't have much storage and VR videos are heavy. Large video collections that require favorites are thus much more likely to be on DLNA or SMB servers.
I don't know your particular implementation constraints and I don't want to sound like I know better, so this is only for the sake of discussion:
I don't see how Wi-Fi networks and ports are related to this issue... aren't favorites a simple list of paths stored in "buckets" (one for each network share, e.g. "smb://myshare1", "smb://192.168.10.102" and whatever a DLNA server identifier looks like)? If you change Wi-Fi networks, the SMB path of the server stays the same, so in theory it's easy to get the corresponding list of favorites back. There is no port in the SMB URL and AFAIK the SMB client/server can use whatever port they want and it has nothing to do with how files are resolved once the connection is established.
The way I'd approach the problem would be to store as little as possible in the favorites themselves (e.g. a relative path like "/SharedFolder/another/folder/myfile.mp4" rather than an absolute path like "smb://myshare1:1234/SharedFolder/another/folder/myfile.mp4"). This way you can easily rebuild full paths for a network share according to your own needs and potentially even "re-attach" favorites to a server that has changed address, etc. That would be relatively uncommon though, but it would be a possibility.
Do you have anything technical to share regarding the complexities you need to consider to implement this? I'd love to help make this feature a reality in some way.