For plex working with DLNA activate DLNA on Plex (Checkbox) and open Port: 32469 (so you can access http://internalplexip:32469/DeviceDescription.xml) then you should be able to use plex as media source in HomeAssistant
Or complete differently: Use a direct share to the media (e.g. smb) Setting up local media sources - Home Assistant (home-assistant.io)