I use Equalizer APO on Windows. It processes on the fly any sound that comes out of your computer. Spotify, YouTube – basically any audio your computer plays, as long as it's not using ASIO. One of its less-known features is that it can run a VST plugin of your choice. I loaded a pitch shifter and now I can pitch shift on-the-fly anything that plays! Right now I use an Eventide H949 VST because I happen to have a license. It works better than any free VSTs I could find, certainly well enough to play along to anything, but there might be something even better out there.