No direct Connection to Server when on Same Network and using Windows

DNS rebinding protection in your router, or a slow/bad DNS in general.

#1
https://support.plex.tv/hc/en-us/articles/206225077-How-to-Use-Secure-Server-Connections

scroll down

#2
Set the DNS server in your router to that of Google. (8.8.8.8)
If you don’t have access to your router configuration, override your router’s DNS in the network settings of the client computer.