I just added an old Radeon HD7850 which is supported by AMDGPU. I'd like to pass this device through to a PLEX docker. PLEX claims to support VAAPI encode/decode (which is what intel iGPU drivers use for intel quick sync). AMDGPU VCE/VCD also supports VAAPI, OpenMAX, and VDPAU. I was hoping to use this (even if unsupported) for my plex docker. Unfortunately, modprobe radeonsi results in module not found. Is UNRAID compiling kernels without AMDGPU support?

Unraid does not include drivers for AMD or NVIDIA GPUs. Only Intel iGPUs are supported for use with docker containers. There are feature requests open for GPU support in unRAID, but in my opinion ( as a only moderately advanced user with no affiliation or inside knowledge of Limetech) I think it is unlikely to happen. Your only options for using Dedicated GPUs for plex transcoding are running plex in a VM with GPU passthrough or working out how to build the unRAID kernel yourself with the required drivers (which someone here is doing and distributing as a plugin for TV tuner drivers but to my knowledge no one has taken on GPU drivers).