Please take a read through these Remote Access and Troubleshooting Remote Access support pages.
Then step through this guide: The Basics of Remote Access Troubleshooting
In your case though, I think you need to setup (or fix) split tunneling on your VPN service for Plex. PIA seems to have information addressing this so hopefully you can follow their guides. Support likely needs to be from the PIA side and not the Plex side.
