I tried to use mpg123 with a remote stream and found the following problem on Ubuntu 19.10:

The URL MUST start with http:// and not https://, or else it looks to play a local file, and you get the error, "file access error, (code 22)". If stream redirects http to https, your stream should play. If it doesn't, you may be out of luck. For instance, I picked a random podcast on iTunes and it failed to redirect. On the other hand, using a file from HPR works just fine.