I finally found a way to get rid o the indirect mode for both the android application and the https://app.plex.tv/ access.
I had to add the port number in the “Custom server access URLs” setting. Before it was https://plex.MY_DOMAIN.org and now it’s https://plex.MY_DOMAIN.org:443.
After adding this and reinstalling the android application, the remote mode works (no more indirect mode). As well as using https://app.plex.tv.
