Amazing! I figured out how to get it working with Rhythmbox and Video player:
I just installed the Gnome Music Player and after that my NAS and Kodi servers appear in both programs!
I tried more and result is that dleyna-server and dleyna-connector-dbus are needed for this to work (they come with Gnome Music Player).
I guess this is a bug somehow because as everything I read is that at least Rhythmbox uses the Grilo plugin for discovering media servers. Never read anything about dleyna.
So far for me now this is kind of working now. Except I can only control/play to my Pioneer receiver and not Kodi with pulseaudio and I have to run pulseaudio-dlna in terminal before this. I guess there is a workaround for this, right? Like starting pulseaudio-dlna like a service on Windows?