OK. Now I found the error message, searching the forum I found the problem SOLVED! - Cause of Alexa->-Plex->Sonos problems - #20 by astronaut63
So the workaround seems to be that I need to rebuild my library with the loudness analysis switched off. It sounds like it’s a bug at the Sonos end - given that other clients can play music fine via Alexa. Can a plex dev please confirm??