Using the KEF Connect app on a Mac with Apple Silicon, I was able to capture the traffic between the app and the speaker. I used the following command to capture the traffic:
sudo tcpdump -s 0 -B8096 -w KEF.pcap -vvv host 10.0.0.93
Opening the KEF.pcap file in Wireshark, filtering on http
(Just typing http in the filter box) and then selecting the first packet, right click on it and select Follow -> HTTP Stream
gives you a window with all HTTP requests and responses. This is a good way to get an overview of the protocol.