I´m using my Plex always in offline mode, because Im at sea therefor I have no internet connection(very limited and very expensive) .
So I don´t connect my server to internet for two months or something like that. But I´m having problem with device that connects to the server will get unauthorized ? Why does that happens ? Can I change any setting to prevent this ?
Any suggestions ? 
Sounds like you need to turn off local authentication (I assume you create some sort of LAN on that boat). Plex apps are supposed to remember (cache) latest login but if that is somehow “lost” then I can see all kind of issues pop-up. Remember also to sign the server out from Plex, before shipping out (under server settings, not top right corner).
Remember though that Plex is best served cold under a strict Internet regime, especially if you want to have access to all that extra stuff your Plex pass gives you. If the struggle of not having Internet is getting in your way there are other, competitors to Plex, who might function better under no-Internet circumstances.