Remote devices can't connect to Plex server when media server computer is locked

These are 2 options I have used:

The computer automatically logs in and remains logged on whenever the computer is turned on:

Alternatively, run Plex as a service (will run without being logged in, which is much more secure than the previous option): PMS as a service
Latest release: https://github.com/cjmurph/PmsService/releases