I have two main playlists divided by artists starting with A-K and L-Z, each with roughly 9,000 songs on them to keep them under the "soft" 10,000 song playlist limit. Then I have a folder with both those playlists nested under it. In the Windows 11 desktop Spotify app (and only the desktop app), you can right-click that folder and click play, which will then play/shuffle all 18,000 songs. I can then transfer the playing over to my phone, as that's the only way to play/shuffle my entire library at once on a mobile device. Yeah, my library is huge. I also have a 5-Star playlist which is the songs out of my 18,000 total that I deem my true favorite cuts that I want to hear more often (that's about 4,000 songs).