„Indirect“ connections imply there’s an issue with your remote access setup. That can be the configuration inside Plex but it can also be an issue on the host (firewall, network configuration…), your local network and router, or the ISP (in which case it’s usually outside your own control).
Did you already have a look at the related troubleshooting support article?
https://support.plex.tv/articles/200931138-troubleshooting-remote-access/
There’s also a guide with some more details on how to pin down the root cause of your remote access issues.
