Nvidia Shield TV Pro - PMS will not work with attached HDD offline

PMS only works well if online, irrespective of the platform where it is running. It is not designed to be used in an offline manner.

There are several articles in the forum about using Plex offline. One is linked below. You can succeed to a certain degree, but at some point the server and clients need to contact the Internet.

Take a look at Kodi or VLC. They might be better suited for your purposes. Both are simply media players, not a client-server system like Plex.