Let’s start with establishing what exactly is going on.
What information is showing in the “now playing” tile for that playback on the Plex server dashboard? We’re specifically looking if this stream is considered remote or indirect!
https://support.plex.tv/articles/200871837-status-and-dashboard/
If the stream is indirect / using a Plex relay, there’s probably some issue with your remote access setup.
Did you already have a look at the related troubleshooting support article?
https://support.plex.tv/articles/200931138-troubleshooting-remote-access/
There’s also a guide with some more details on how to troubleshoot remote access issues.