Server not showing as local

DNS issue
or
DNS rebinding protection

  1. set the DNS server to the one provided by Google (in your router) (8.8.8.8 and/or 8.8.4.4)
  2. disable DNS rebinding protection for the domain plex.direct (also in the settings of your router)

https://support.plex.tv/articles/206225077-how-to-use-secure-server-connections/