Plex client can't find server, goes to relay mode

I have just installed Plex Media on my laptop with Ubuntu 16.04. No other devices on my network can see it. Both my Rokus and my windows 10 PC go to Relay Mode. In this mode, playback is so slow as to be unusable. I have turned off the VPN on laptop. Made no difference.

I had set up the same software on my very old laptop (with VPN) with out this issue.

Any other suggestions?

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