I need some help with Plex Setup

I suppose there’s two aspects to your issue…
(1) the server considers streams from within your home network to be remote due to the VLAN → you can configure the server to recognize certain networks to be part of your local network (Settings > [Server Name] > Network > LAN networks; though iirc this feature is only available for Plex Pass members)

(2) something appears to be wrong with your remote access setup, that’s causing Plex to fallback to the relayed connection… this can be anything ranging from some ISP restrictions, a bad network configuration or a misconfiguration inside your server settings or the server host

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