It also depends on your VPN provider–some give you a specific IP and while you have confidentiality, you still have the ability to come back into your network since only you use their IP address.
Some now do shared IP to provide anonymity in addition to confidentiality. With this setup you cannot come back into your network from the internet, since you are sharing an IP address with other users.
I have a dual NIC server setup that enables me to plug into the cable modem directly for direct internet access while a have my whole VPN’ed network behind another router, thus the plex server has a foot in both worlds. As long as the base server is configured to only route via one network, there are no issues)