Have you tried adding the “direct links” shown here? https://jazzgroove.org/listen?channel=mix1 using the Desktop Sonos app?

Yes, I can listen to the jazz groove, but only the one channel that is available to everyone on the net. But when you subscribe you get access to anther four channels via them sending an unlock code to the account created when you donate. In the US sonos is a streaming service available in the sonos app. But not, or not yet outside the US. There is my problem.  I was just wondering if there is a way around this issue. 

Did you read the link that controlav provided? If so, you could add the streams to your controller using the information in the setting up an internet radio station FAQ.

Alternately, you could contact the Jazz Groove folks directly, and ask them why they don’t provide all the channels you want to Sonos users. Sonos has no control, over what ‘stations’ are sent via their service, that is a choice made by the streamer, in this case The Jazz Groove folks.