My setup is also using Pi-Hole. I went into Settings - DNS and switch my ipv4 settings from OpenDNS to Quad9 (filtered, DNSSEC). After i made the change on Pi-Hole, i close my browser and reopen app.plex.tv with the new dns settings in pi-hole. I had to do that for each PC in my house using the link before switching back to OpenDNS.
