Try using Plex for Windows/Mac instead of Plex Web. Plex for Win/Mac is a more capable client, direct playing media that transcodes when using Plex Web.
There is an Intel video driver problem affecting hardware accelerated transcoding on the DS 220+ and other Linux based systems with Celeron J4xxx CPUs. See the Synology FAQ #26 for a workaround.
FYI, If you’re new to running Plex on a Synology NAS, both of these documents are worth a read. They will save you some headaches: