Since I updated to Oreo I have a similar problem with black player. I originally thought it was the app or maybe the SD card but after testing both on a phone running android 6 I have to conclude it is Oreo.
Hello, your problem is just a matter of setting. Need to go: Apps & notification - App info - Spotify - Battery and parts Manage battery usage to turn on Background activity. Then there will be no shutdown problem.
Interesting, it helped me. Please try to check Settings - Battery - Background activity manager. Still might be a problem with the Spotify version (I have version 184.108.40.2063), or are you using a different battery saving tool?