I guess I have explored all settings but as soon as Cosmo goes into sleep mode, all playback stops which became very annoying for me. I have tried with 1.fm and di.fm and as soon as display goes blank in sleep mode, it stops playing until display is back on again. I have increased sleep time to 30m but it is not a solution. I enabled background data for both apps, even tried to stream them from web browsers with same result.
I guess some settings are not available on Cosmo android yet to stop this annoying behaviour or removed or disabled.