I would install docker and plex to the storage drive, rather than to /var/lib on the USB stick. Avoid putting docker and plex on the USB stick. Or at least use a high quality USB stick or a small SSD.
The easiest might be to do a test install, and during install simply change the default suggestions shown so that dockers and plex are not installed under /var/lib but on the storage drive. Verify that plex works as it should.
A more advanced way, that I usually do, is to add an extra partition to a fast storage drive and change fstab so that partition is mounted as /var/lib. Or even add an extra SSD just for /var/lib. After that you can use all the default settings. Nice. Just make sure the partition for /var/lib does not fill up.
Please note: OMV is remarkably easy to use and install. But it does require some knowledge and experience and a willingness for some experimenting, DIY and tinkering. Experience from using Linux and especially Debian/Ubuntu in other contexts is a great help. Especially when you add stuff to it, like docker and plex. There is a reason why expensive ready-to-run NAS are being sold. They require even less knowledge, tinkering and work.