are there some Mediaplayers, which are designed not only to consume different formats of media (sound, video), but also take into account the security considerations?
Subtitels can be used for malwaretising in the mainstream mediaplayers:
http://www.trustedreviews.com/news/research-firm-using-subtitles-on-kodi-or-vlc-could-get-you-hacked
Sure you can use isolated VM's or and App-Firewalls... but sometimes you have two programs and sensitive data in one domain and like to use clean software too...
Kind Regards
I wish, all the major ones seem to broadcast to all sorts of servers on most distros. Really don't know of another way except as you say, separate media player vm and disable internet on it.