OK, before I reply to your msg, I want to ask you if you can ask alexa, "Alexa, ask Plex to play .... (an artist from you music on the DL2100) ? This should be possible, even though you cannot see the music on the Plex config screen IF music files are on your NAS, I would think.
Now, for your issue. This is a problem with the DL2100 and Plex set up, so to get you to Point A, on the Plex screen, click on the Home button in upper left corner of screen (i.e. the house icon) You should now be at the Plex home screen and is the area I was describing to you. Does it look like what I was describing now?
If not, we need to move our conversation back to WD forum, because that is where we need to solve this problem, not in this one. Post a msg for me of the forum you are in there. (send me a PM if necessary from there.)