I suggest checking your hosts file. :)
Checking the file is easy, you just need admin rights to save the changes.
1. open Notepad as an administrator (right-click - Open as Administrator)
2. go to File - Open and navigate to
3. Choose "All Files" instead of "Text Documents" next to the File Name box. You'll see a handful of files. Pick hosts and click on Open.
4. The file is opened. You will see a block of text with # in front of each line and might see entries like
0.0.0.0 website.com 127.0.0.1 website2.com
Check for any entries with spotify or fastly in the address. Examples may look like:
0.0.0.0 weblb-wg.gslb.spotify.com 0.0.0.0 prod.b.ssl.us-eu.fastlylb.net
(and any variations inbetween)
5. If you do find any, you can delete the line. You can also add a # in front of the line, that's 'commenting out'.
6. Save your changes. Restart Spotify.
Let me know how you get on!