The only two Plex streaming devices that support 4K HDR video and TrueHD/Atmos passthrough are the Shield and the Xbox.
Plex for Windows and Plex HTPC also support TrueHD passthrough. I’m unsure if they output HDR video. There have been several updates since I last tested that capability (early versions tonemapped HDR to SDR).
The reason for connecting the device directly to the receiver instead of the TV is to avoid any TV based complications. Some TVs block passthrough of some audio formats for HDMI connected devices. For example, current LG TVs blocks passthrough of dts audio.
That written, the review at rtings.com says the Sony A80J supports TrueHD/dts audio passthrough for attached devices. So, you may be able to connect a Shield/Xbox/HTPC to the TV if desired.
