Loaded questions/comments here . . . .Before you read what I wrote here, go here and then com back here.
I have a Fire TV, too. The EX2 Ultra is a lower end NAS. The Sinology you mention could be a higher end NAS; I don’t know it. My WD DL2100 NAS is at the higher end of the model chain. I recommend folks select from either the EX or DL 2100/4100 line of WD NAS devices compared here.
PLEX works fine on my system when streamed from my DL2100 to my wired, WDTV playing on TV They might do fine this way from an EX2 Ultra to a WDTV, because the WDTV streams fine from shared drives on the network, too. Everything streams well to my iOS and Android mobile devices, and my wired Roku.
I have a FireTV wireless Stick (Gen 1) connected to my fast gigabit wireless 5G signal. The rub comes in with the FireTV Stick. It just can’t handle the data stream smoothly, either because the decoding is done via software versus hardware, it may not have a fast enough CPU. A wired Fire TV box, could do better perhaps but I am not going to buy one just to find out. I have devices that can do what I want and don’t need an upgrade of the Fire TV.
I have enough different devices and ways to stream to tell why something is not doing well. I mentioned why the FireTV kind of ■■■■■, and I have come to find that wired (versus wireless is better) and hardware decoding versus software decoding is better I found over the past few years. Streaming Netflix to FireTV is fine, but streaming hi quality mp4 videos (from blu-rays) is a disaster. They stream fine to an iPhone or iPad because these devices have the muscular hardware to do the decoding, whereas the Kindle tablets have issues with same videos.
BTW, my older wired Roku2 XS has a PLEX app, and it works fine there as well. But keep in mind the PLEX server is my DL2100 NAS.
Bottom line, I really do not want inexpensive wireless media boxes like Fire TV or my Chromecast2 anymore, except for travel use. I find them a bit of a joke for home streaming use. They are a classic example of we get what we pay for them.
Now, for you, I suggest you likely forget about the FireTV if it is old model; especially if wireless.
Go buy a Roku3 top-end model (at Costco) for around $100, connect it to your network via wired if possible, and just stream your media to it without using PLEX from your new NAS. And add the Roku Media Player app to it. You can enjoy Netflix and Amazon Prime video, too, on it. For not much more than a Fire or Chromecast you have a great stream player for only a few bucks more. There are also Android media players, too, but I don’t have any, because I don’t need one now.
I know I must have neglected something, but I need to stop now and go watch some media streaming!
I do want to say your WD NAS could be fine for most thing, but the devies you
