Not to 'cop out' on answering this question, but it really depends on your strategy and where you target Audience likes to hang out.
That being said, I think right now Facebook live is the best way for musicians to connect with their fans and actually get them to take the next step on the fan journey with you. Instagram also has a new live element which I have not personally tried yet because Instagram is not really my forte.
So I would choose one of those platforms and start using the live streaming to connect with fans and attract new fans and go all in with that platform.
My most successful students using live streaming have created a weekly show and been consistent with a particular day and time so fans know when and where to find you. Hope that helps. If you have any followup questions let me know.