I ran into the issue of bypassing my VPN for Plex server and worked on it for a few days, and read through most of this thread.
What I realized last night was that my.plexapp.com is hosted on Amazon Web Services cloud, and the servers are load-balanced with distributed DNS. The static route to my.plexapp.com was only half of the solution, because it doesn't work when Plex's IP address changes on you. As a result, as some have realized, you see it resolving to many different IP addresses, and I see some very interesting and elaborate solutions devised to address this.
However, I think I've managed to solve it very simply.
1) Add a persistent static route to ONE of the IP addresses, say for example, 184.169.173.31, with your gateway being the IP address of your router (ex: 192.168.1.1)
2) Add an entry in your hosts file to resolve my.plexapp.com to that IP address.
For Windows:
1) Open your Command Prompt with "Run As Administrator" (right-click the Command Prompt icon in Accessories)
2) Add persistent static route: route add 184.169.173.31 192.168.1.1 -p
3) Open Notepad with "Run As Administrator" (see above)
4) In Notepad, open "c:\Windows\system32\drivers\etc\hosts"
5) Add a new line, "184.169.173.31 my.plexapp.com"
For Mac, you can basically follow the same idea.
The reason why this works is simple: you basically only need one of the my.plexapp.com IPs, because while AWS is presenting you with different IPs, *all* of the IP addresses actually work, so you just need to force your PC to pick just one. Instead of relying on DNS, with the hosts file entry present, Plex Media Server will only talk to my.plexapp.com on that one IP. Since that IP is statically routed to go out your non-VPN interface, Plex will see your public IP address, and your friends will come through the public IP (you still need your Plex port open, e.g., 32400).
Again, this is to have PMS bypass the VPN and go through your public interface. This is a different solution than those of you who are trying to (or want to) have your PMS go through the VPN.
My friends say my server is now available again, so as far as I know, this fixed the issue.
Hope this helps.