I noticed most people in here have Samsungs. I just solved my waiting to download issue. Check and make sure in your app permissions that Plex has rights to the SD card.
Then you may need to change from internal to external again in Plex sync settings. I actually uninstalled Plex, reinstalled Plex, saw it was set to internal, got an error when trying to set it to external, enabled permissions, restarted, set to external. Fixed it for me.
