Now, something positive:
I found that directly clicking “play” on a large playlist leads to the issues in Volumio as stated above.
…BUT: Selecting “Add to queue” actually works! The 1800+ tracks playlist is added to the queue within seconds, and all tracks selected from the queue view play instantly.
So it seems to me that Volumio actually has some routines that can deal with whatever tracks-per-request limit Qobuz and other services impose, only that a direct “Play” of a large playlist somehow hangs the system.
Cheers!