Answering myself after some log studies. 
Using these Spotify whitelistings from the OP, with some edits as well as an addition, to make my mobile phone connect properly to Spotify and my Denon Heos wifi-speakers.
mobile-ap.spotify.com
apresolve.spotify.com
upgrade.scdn.com
market.spotify.com
spclient**.**wg.spotify.com
Refused to connect with the above, unless this one too was whitelisted as well:
audio-ake.spotify.com.edgesuite.net