ThatIcyPolarBear

I managed to finally solve the issue! I also found a link to this forum thread which add some important details the manual just doesn't mention.
So first of all to fix the issue you want to edit your container and add a port. Specifically the port of your web ui. I found out that some containers already have this at default (like linuxserver's firefox) and some (like the official plex media server) don't. Which was the reason why I couldn't access the plex web ui
If you add the port it should look something like this. You probably want to change the port tho.

After that you can access the web ui without issue but if you go to any dns leak test you will probably find that your leaking dns.
The mentioned thread above mentions how to fix that. Basically you want to add a '--dns=<DNS>' to the extra parameters setting which you can change by going into advanced view. Then replace the <DNS> with any dns provider that isn't your isp's. You can use google's: 8.8.8.8 or preferably the one which came with your vpn config. (The DNS in the vpn config doesn't get imported when you import a config) I would  read the rest of the forum thread just to be safe tho.
IMPORTANR NOTE: setting the dns in the vpn settings ('peer dns server') doesn't work. You HAVE to do it via the extra parameters otherwise your dns will leak!