The DFXP file should just be subtitles
The MPD file is most likely the one to work from - I suspect it is set up to reference the local audio and video files. Try opening it in VLC and see if it plays. If so, something like Handbrake should be able to transcode it all to your preferred format.
This sounds about right. They use PlayReady DRM so a browser extension might be able to pull the decryption key during playback. One could download that same stream from that playback season then use ffmpeg with the pulled key to decrypt.
Theoretically. I’d have to do more tinkering than I’m willing to try right now. WideVine is so much easier - just pull some keys from Android.
The best solution might just be to use a VPN like Mullvad, set torrent software like qBittorrent to only use the Mullvad network interface in advanced settings for safety, and grab the video from something like 1337x in a decrypted format.