Setting Up Plex Remote Access with Ubuntu, OpenVPN and Kill Switch Firewall.
This set up assumes that both Plex and OpenVPN runs on the same box. You can do it on a router with some modification.
Add this to your OpenVPN config file: (192.168.1.1 is your router gateway with port 32400 forwarded to your plex server).
route plex.tv 255.255.255.255 192.168.1.1
restart OpenVPN (If you have no kill switch firewall, plex remote access should work now.)
If you have a ufw kill switch firewall:
ufw allow from 220.127.116.11 port 32400 proto tcp
ufw allow from 18.104.22.168 port 32400 proto tcp
ufw allow from 22.214.171.124 port 32400 proto tcp
ufw allow from 126.96.36.199 port 32400 proto tcp
ufw allow from 188.8.131.52 port 32400 proto tcp
ufw allow from 184.108.40.206 port 32400 proto tcp
If/when Plex adds/removes/changes ip's for plex.tv this will stop working so you'll have to look there if it suddenly doesn't work anymore.