Is this so that you can run VPN + downloaders + Plex all on the same device?
Do you find that this bypass method works? I wouldn’t expect it to be sufficient. Plex uses a handful of hostnames for cloud services.
There’s a discussion of some of them here, including a way to look up the PubSub servers and a list of the inbound connectivity tester addresses.
My biggest recommendation would be to run Plex separately from any VPN. A good way to accomplish that is to run any downloader apps + VPN in a Docker, instead of directly on the Syno.