When I ask Alexa to play something, I hear no sound on the Echo, but it shows as “Now Playing” in the Plex dashboard on my web browser (the “Amazon Alexa” appears on “Authorized Devices” as having been used “a few seconds ago”). (Windows’ Sound Control Panels shows it is not playing on the PC.)
Naturally to get to this point I enabled the Plex Alexa Skill, and linked to my Plex account, and set to my Plex server. Remote Access shows “Fully accessible…”.