After some days of scouring the net... it's time to ask for help!
I recently got the OVPN box by OVPN.se. It's running PfSense. It's sitting behind my ISP cable router which is in bridge (switch) mode and not doing any harm. All my devices are on the wifi of the ovpn box. VPN is connected and covers all devices which connect to the wifi.
The media server is running openflixr (so runs plex server), and before putting in the ovpn box I had everything running fine in the network.
If I tether my laptop with an iphone and log in to plex.tv, the server can be found and I can stream, even though I'm on a different network coming in from the public angle in that case.
On wifi, on the laptop, server can be found and streaming is fine.
The ps3, on wifi, does not find the plex server on the correct IP. Pinging the PS3 from the media server I get a response so firewall seems to be fine. There's a standard allow all rule active in the firewall for connections on the LAN.
in PfSense I've tried disabling the DNS Resolver but that didn't help.
The PS3 is reporting NAT Type 3, and UPnP working.
It seems as if the Ps3 is depending on some public -> internal call to understand how to talk to the plex server.
I'd be grateful for any tips on how to continue my troubleshoting!