I have not tried mpc-be yet.
Here are streamlink players, and what they do and don't do.
Scroll the page to see Known issues and workarounds, MPC-HC reports “File not found”.
https://streamlink.github.io/players.html
Note the absence of ffplay, to people this is no player at all, and can do it all.
This works perfectly fine:
start /min streamlink --player "ffplay.exe"
http://www.filmon.com/channel/cbs-action best