For those still having issues with this I was able to solve by doing the following:
Leave Plex in host mode.
Set Transmission-OpenVPN container to bridge mode.
Host = your server IP.
Port = 9091.
If you make these changes and can no longer access the Transmission web gui - modify your docker container and verify that the LOCAL_NETWORK environmental variable is set to the correct IP address range (i.e. 192.168.1.0/26) for your network.
Transmissions web gui should now be available.