When playing a film on the TV, monitor playback in Plex Dashboard → Now Playing.
Is the connection local, remote, or indirect?
Check the network connection on your PC running PMS. Make sure it is Private, not Public.
Settings → Network & Internet to check. Click on Properties if you need to change it.
You may need to reboot the PC, or at least restart PMS, if you change the network setting.
If that does not help and the connection is Indirect, see this post for a list of items to check.