Does Sonos still work with the latest version of Synology (7.2)

I cannot speak for Sonos.

As for Plex, you’ll have a lot of small details as you upgrade

If you don’t panic in the process, you’ll get there.

The process is well documented but detail-rich.

As for what you might need to do with DSM - Sonos, You will need speak to either Sonos or Synology.