I’m not sure about Plex, it is not really 100% self hosting, because authentication come from their server. You should try and see if it works. But their is no reason it should not. It’s just an addition in your caddyfile :
plex.mydomain.com {
reverse_proxy 192.168.0.123:32400 (your address:port)
}
However, i can assure you it works with Jellyfin.
Recently discovered Night Runners (free demo on steam if you are interested). The soundtrack is a blast and it is very fun. Very hyped for the official release :)