My server says The server "EX4100" is unreachable

That is unnecessary for local playback.

Port forwarding is used for remote access.

Make sure Plex Media Server is running. There have been reports of Plex not starting automatically after WD NAS are rebooted.

If Plex is running, from a PC on the same network (not remote), point a private/incognito browser window at the IP address of the NAS. For example, if the address is 10.1.2.3, use http://10.1.2.3:32400/web (try https if http does not work). See if you can login, see libraries, access server settings, etc.

Regarding remote access and port forwarding with the BGW-320, see Changed ISP - No Remote Access with AT&T BGW 320-500 - #3 by FordGuy61.