Depending on your carrier and your data plan, you may find that your download speed is severely throttled when you're streaming video. Netflix's FAST app measures your data speed during simulated video streaming, and will often show speeds capped at 2-3 Mbps, only enough for SD (sub-DVD resolution).
The only reliable way I've found to bypass the carrier's throttling is to go through my own VPN, running on a Raspberry Pi at home, while I'm streaming video to my phone via mobile data. That VPN can sustain about 25 Mbps, which is enough for streaming at WQHD+ (or even UHD, though the phone's display resolution doesn't go that high).