First, one comment I forgot about sideloading: If you sideload, you’re on a manual process for future updates. The app won’t auto-update, etc like apps loaded from the Amazon app store. Also, you won’t be notified in the FireStick settings that an update is available. To get back to the “regular” update process just delete the app and re-install from the app store. Not a big deal. Just wanted to make you aware of it.
Regarding Plex Windows / Macintosh native applications:
Try Plex Media Player, PMP, or Plex for Windows/Mac.
Both direct play 4K HEVC video, even when using a 1080p display (on my Windows 10 PC, not sure about Mac). They also direct play many more audio codecs than Plex Web.
Plex for Win/Mac looks/acts very close to Plex Web. It is a replacement for the discontinued Windows store Plex app.
PMP is oriented towards HTPC users. It can bitstream audio such as TrueHD and dts-HD to receivers/soundbars/etc (connect HDMI output of video card to your receiver/etc). To use the HTPC features, put the application into “TV Mode” by clicking on the TV icon (box with “TV” inside it, upper right near Settings, Activity, etc). Then click on your your username and choose Settings. See support doc below for detailed info.