While I’m not able to link my Sonos account from Plex (via other services or the Plex Web UI), if I attempt to add my Plex account in the Sonos mobile app the authorization step does succeed.
After adding the Plex account in the Sonos app I receive the error “Unable to browse music” when attempting to access Plex. This user is reporting the same issue: Plex on Sonos: Unable to Browse Music
