Nginx with no Internet access

Using Nginx as a reverse proxy with Plex only seems to work if the plex server has an Internet connection. I want to use Plex on a server that will not have Internet access so I’m trying to find a way around this. If plex has Internet and I access it through Nginx all works fine. But if I disable the Internet access I get “Plex is not reachable. Make sure your server has an internet connection and any firewalls or other programs are set to allow access”, however I can still access Plex directly (through port 32400). Anyone have any ideas? THanks, Mike