YouTube video blocked in a few countries, or it’s not really blocked, can’t tell

Right-click on the video and select Stop downloading. To start it up again click the pause/play button.

Another way is to move the slider all the way to the end or near end of the video timeline. That way only the few remaining seconds left to play will end up streaming down to your computer and when it finishes, that's it. No more buffering or loading.

The playlist is available in the current design (One Channel, which you're referring to as "new design") if the user has featured a "newest video" shelf on their channel page – click the "play all" button.

In the now-new design (Material Design), there is a link to play all videos on the /videos tab of any channel.