Hi,
Read your write-up 5 times.
At best, it's not very clear.
What is a "Plex server" ?
"Plex is running on a Server 2016 VM hosted on a Server 2016 box" AND "I am in the same LAN as the server and have tried different RDP clients and different devices." In this case, pfSense isn't used at all, you could even shut it down. RDP will work.
I have my 2008R2 on my LAN, and can connect to them from any other PC device on the same LAN. No traffic is 'touched' by pfSense in this case.
One of my Windows 2008R2 can be accessed from the outside (Internet) using RDP. A simple NAT rule on pfSense will do the trick.
Don't know what NAT refection is.
I guess you have a VM setup issue here.
Btw : check your keyboard. At least one key is broken.