I have a similar problem and it’s weird that no one else with a Samsung TV using the “Plex for Samsung” app has brought this up. I have two remote family members who access my PMS via a remote connection with their Samsung smart TV using the Plex for Samsung app. If my Remote Access is up (green check mark) it makes a direct connection no problem. But my PMS cycles on and off all the time for reasons I have not been able to discover. When it’s off-line (red X) the Plex for Samsung app tries to connect to an internal IP address on THEIR network, and of course cannot find it as the PMS is not on their network.
So the issue seems to be, for both Samsung TV’s, that when a direct connection is not available to my PMS, the App does not invoke the Relay like other devices do, such as my Roku devices. A Roku device connected to the same network as the Samsung TV easily accesses the Relay and has no issues.
I see your post is months old and with no responses. If you found a solution please let me know as I don’t know what to try next. Maybe Plex has not updated their Plex for Samsung app in a long time, maybe it never was intended to connect to the Relay, or maybe there is a setting I’m missing. If anyone has had this issue with the Plex for Samsung app and have got it to connect to the relay, PLEASE let us know.