Plex needs a working local loopback address in the Jail where Plex runs.
Some of the default Plex ‘plugin’ and pre-made Plex ‘configuration’ in FreeNAS currently don’t make one available.
Some functions can work around this by using the local private IP, but not all.
And even then you have to add the local private IP of the Plex Jail into
Settings - Server - Network - ‘Show Advanced’ - “List of IP addresses and networks that are allowed without auth”
adding loopback adapters in FreeNAS http://forums.plex.tv/discussion/comment/1036178/#Comment_1036178
(Please ask for further details in the linked thread, I myself have no intimate knowledge about FreeBSD.)