Dear Marcos,
Thanks for your reply.
After I turn off Advanced > Web Access Protection > Web Prototcal > HTTPS Scan Setings, the emby video streaming become normal.
I surf internet and found that the SSL cert will cause the problem but I am not sure. After I read the post about emby SSL Cert issue reported by someone, I tried to identify the issue that I guess it would be related to SSL Cert and notice that the SSL Cert is ESET CA certs. Then, I turn off the HTTPS Scan Setting and the issue disappear.
I install ESET Internet Security for a year. This websocket 206 code problem annony me for a few weeks and previous ESET update will not caused the issue.
The log collection involve my privacy so that it is not suitable to public. Sorry about that.