Is there an official list of Plex clients/apps that support indirect connections to Plex Server?

I have been having issues with VPN being on my Plex Server. I can still connect indirectly through the web client and iOS (iPhone) apps also work over indirect connection. My Raspberry Pi at home with Kodi cannot seem to find the server when my server is using VPN, so I can only assume the Plex client for Kodi doesn’t work with indirect connections. My friend’s Samsung TV cannot connect to the Plex Server, so I am assuming the Plex app for SmartTVs also cannot connect to indirect connections. Before I suggest to my friend to get an appleTV, and I purchase one for my bedroom, can anyone shed some light on this? Does Roku support indirect connections to a plex server? amazon? Chromecast? Are there updates coming to the Kodi App? Am I doing something wrong here? I would prefer to have my server connected to the VPN and I am okay to connect indirectly, I just want to know which clients can connect indirectly.

Ideally someone from Plex can respond.

Thanks,
Chad