The remote access status indicator switching from green to red after a few seconds means your remote access setup doesn’t work to begin with. Plex is optimistic in showing the green status while it’s testing your remote access… in your case, it switches to red, as soon as that test is done.
Do you have a port forward configured on your router?
Based on your screenshots, you’re allowing traffic through the router’s firewall – though that doesn’t mean there’s an actual forward.
