I have read that it's due to a hardware support issue which is why all the older Lumia's won't work with USB OTG. However, the 950 is designed as a Windows 10 phone and thus supports USB OTG.
Here's a video showing USB OTG working on the 950:
[VIDEO]https://www.youtube.com/watch?v=wkgh-GMoraY[/VIDEO]
I'm not sure if it supports USB DAC or outputs USB Audio though.
Here's a video showing USB OTG working on the 950:
[VIDEO]https://www.youtube.com/watch?v=wkgh-GMoraY[/VIDEO]
I'm not sure if it supports USB DAC or outputs USB Audio though.