Head over to pfsense, check firewall rules, since I already had a Plex server, I changed the IP in pfsense, same port and everything. For some reason, it seems pfsense isn’t passing the traffic from my WAN to LAN.
I know it is a bit fickle trying to make get it working externally through PFSense, I had some troubles as well.
Make sure your port forwarding is configured. Generally when you create the port forward, it will ask you if you want the firewall rule automatically created at the same time. Go ahead and do that. Only port you need to open is TCP and then whatever port you set Plex to.
I found that for Plex to work direct, and not in Indirect mode (limited to the quality you can play back to like a 2mbit stream or something) I had to go under System->Advanced, then Disable DNS Rebind Checks. But try without it first to see.
And finally, in Plex itself, try changing the port to something other than the one you want, apply the change, then change it back to the one you want, and apply the change. When troubleshooting mine, I had everything setup, and after flipping the port back and forth, it finally clicked.
I’m not 100% sure what exactly it does, but I believe it ensures that Plex client can make direct connections to the server, and avoid the indirect connections (where it uses a relay server, but quality is limited to 480p).