Plex was one of the first things I tried to install. But I had the same problem. The installation always cancelled, but the folders were created and Plex was visible in the TrueNas browser (HDDs/Applications) but not in Apps. Unfortunately I forgot to take screenshots.
I suspect the problem was that I didn't create the pool at the beginning, but added one after installation. Unfortunately, the HDD order was delayed, so I set up the server without the pool.
The solution to my problem was to reset the server (wipe everything). Since nothing was on the server yet, this was the easiest way for me. (recreating the pool would probably have been a better option)
After that the installation worked perfectly.