For all the FreeNAS or FreeBSD users out there, there is an issue with some Jails which have not a local loopback adapter available in them.
Here is a thread which explains how to change the configuration of the Jail to add it.
(Please ask in the thread about details, I have no idea about FreeBSD in general)
A different, slightly weird workaround would be to include the Plex server’s private IP address in the
‘List of IP addresses and networks that are allowed without auth’
under Settings - Server - Network - ‘Show Advanced’
[edit] added the link - Sorry!
