As of Thur, 9/30, the Plex skill responds properly but no music comes out on the 1st gen Amazon Echo and the Amazon Tap (1st-ish gen). But it does work with Emby (similar software to Plex, but the Emby skill requires an SSL cert for your home server) as well as Tunein, Somafm, Pandora, iHeart, and Amazon Music.
(The WJST Jet Set Radio skill developed the same problem.)
2nd and 3rd gen Echo Dots have no problems with any of those audio skills.
Both Plex and WJST worked the day before. I did unplug the Echo and powered down the Tap, no luck. Rebooted router also, no difference.
I have noted a little difference in the way those two devices handle Plex; if you tell them to Stop while they are playing music, the last song still appears on the Plex dashboard and may stay for awhile, unlike with any other gen of Echo device. However, it hassn’t created a problem with playing music in the past.
But now, a Plex music request from the 1st gen Echo or the Tap never shows up on the dashboard (Plex Dash app).