I fixed this issue a few years ago. However, last weekend I installed Pi-Hole and I struggle with Indirect connections from web browsers to my Plex Server.
After, troubleshooting I reminded myself that OpenDNS is blocking those connections. If you want to use OpenDNS and Plex you have to go and create exclusions.
After those changes, everything should work. You can also see on Pi-Hole that requests are not blocked anymore by OpenDNS
To be able to add those domains you have to create a free account. I signed up many years ago for a home free account. https://signup.opendns.com/homefree/
If you don’t want to do this you can just switch to Google DNS servers.
Good Luck and Have Fun.