I side load Plex from the direct download links in the forum (Plex pass is required for this I think but there are def other ways to get the apk). I do not run the shield as a sever as I have a dedicated box for that.
Nothing special about the setup at all, I just prefer a minimalist approach to software so I disabled everything on the shield that wasn’t necessary to run Plex.
I run a shield for Plex and have never logged into my google account on it. I’ve disabled play store and most google services. Also I keep the android on the stock version.