I’m not all that familiar with Debrid and you’re not exactly clear on what the issue is. But I will mention that I don’t think jellyseerr will work for you in this setup. Jellyseerr is meant to work with sonarr/radarr. It looks like to request content you have to add it to your watchlist in Plex instead.
As for VPN, isn’t the point of Debrid to avoid torrenting and direct download only? VPN probably isn’t necessary, but if you’re paranoid then just make sure only the Debrid rclone is going through the VPN, you don’t want Plex to go through the VPN as then you won’t be able to connect to it from your LAN.