Forgot to mention, that Plex does work outside the network. Audio playback is used locally and outside network without problems on Apple TV , Plex apps on mobile devices etc. 

This is weird. Have you tried deleting the service then adding it back? 

Hi Bumper, thanks for your reply. I forgot to mention I deleted the service and added it again.

when I browse the music and select a track to play, you see the player tries to play but nothing happens

Within the Mac App, when I try to start playing a track, I am getting the following error: Can not play [trackname]. Can not connect to Plex

Have you confirmed NAT loop back is enabled on your router? 
 

Also If you haven’t done this, create a port forward in your router for Plex usually 32400 (TCP) - if using UPNP auto forwarding this might be failing. 
 

ETA are you able to play to Sonos from Plexamp? 

Thanks for your reply. I could not find info about this for the Unifi routers. Except that this should be enabled by default.

I do have a port 32400 forwarding Protocol:Both to my NAS

UPNP is enabled on my Primary network (WAN1)

Also playing from iPhone using Plexamp to Play5 is not working :(

I’m out of ideas  

Thanks for trying… let’s hope more people have an idea.

So just had an idea. I installed Plex server on my Mac mini and added a music folder to test on Sonos.

It’s now fast, but it works!!!

BUT online when using the Sonos app on the Mac on which Plex server is installed. When I try to use my iPhone to play, it does not work.