The following procedure will help to prevent requests to
i.mxplayer.j2inter.com and Google-FireBase (application configuration server).
It will not remove Google-Analytics requests.
It will not remove ads, for that you need to buy the pro version from Google-Play.
You'll need to download the application APK or backup your installation from the Google-Play store, which you can do with various backup-applications. You need Java8 and the reverse-engineering tool APKTool (JAR file).
first decode the APK with
java.exe -jar apktool.jar --force --output "project_mxplayer" decode "yourmxplayer.apk"
it will decode assets, resources and smali into a folder named