Using the same socket connection that is.
If it's not a DASH url, you can download it using Youtube-DL and watch the file with mpv while it's being downloaded. Otherwise, no.
"not DASH" currently means anything better than 720p@30FPS (a.k.a the 'best' in yt-dl lingo) right?
Right. Because those have separate video and audio and are occasionally segmented, so they're not as easy or possible to watch while downloading.
The general answer is "no".