Good question. I haven't really tried that yet, most of my media plays natively, sometimes the audio needs to be transcoded, but that's done by the CPU.
I moved from a 2700x to a 5700g. iGPU and faster than the old one, but compatible with my old mainboard.
My advice is to put all the server-y stuff on a server and use other machines for the rest. Far easier to keep that stuff separated, although you need an additional machine.
Post more logs/configs