I have noticed the same issue. There were a couple channels broadcasting locally and detected by the tuner but no match in the EPG when setting up DVR in Plex. I tried leaving them enabled in Plex DVR setup but not selecting a matching channel from the EPG as shown in your screenshot. I would have expected them to show up as just a channel number with no guide data and that you could at least tune in to it. However they don’t show up in the final guide line-up after it is finished setting up and therefore can’t be watched using Plex.