Every other player I have ever used has allowed me to just random shuffle from my entire music library and, though this is a (buggy) option on the Plex Media Server itself, there is no way to do this on the Plex apps (such as Android or Roku, both of which I use). Plex should be able to do what 30 year old software could do (Winamp anyone?) and do it better.
Agreed, the Android app needs the ability to shuffle when it’s offline
Can’t speak for the Android app, but the Roku app has this feature. Open your music library, click on All, and you’ll find Play and Shuffle buttons on the left side.
Early 2021 clean-up: implemented (shuffle on library level, library radio)