in Adguard I had to do a DNS rewrite under Filters>DNS rewrite. domain being “plex.direct” and router IP address in the second field “192.168.1.1”
Then in addition I had to add “plex.direct” to the Unbound private domains setting in opnsense > services > unbounddns > advanced > private domains
Original discussion:
https://www.reddit.com/r/opnsense/comments/1bq62zh/plex_indirect_connection_locally_via_browser_at/