Use a split tunnel for the VPN. You can route specific applications/services to go through the VPN, and leave the Plex access how it is currently if you want. I have my jellyfin server set up that one of my browsers and qbitorrent all go through the VPN tunnel that’s always connected, then RustDesk, and what not I dont believe I hage going through the VPN. So I don’t have to lose access to Jellyfin when acquiring any content.