You either set the DNS settings per device to the system running PiHole / AdGuard Home, or if your router allows, set the DNS there. It’s ideal to set it on the router.

Any time a device makes a DNS request to a domain, it’s checked against the list. If found, it’s stopped. If not found, it gets sent upstream to your choice of a public DNS configured during setup. I use Cloudflare (1.1.1.1, 1.0.0.1).

You should for sure move away from a proprietary OS. There are many ways to go about it. I personally use Arch minimal with hardened kernel. Everything runs in non-root docker containers. Commonly used distros are Ubuntu and Fedora. But there are many more to choose from. https://distrowatch.com/search.php?category=Server

To bypass their CDN (referred to caching) you need to setup a Page Rule for the entire Plex domain.

https://developers.cloudflare.com/support/page-rules/how-do-i-include-or-exclude-a-specific-url-from-cloudflares-page-rules/

Cache Level set to Bypass for https://plex.mydomain.me/*

Thanks for the information. Although Argo still greatly reduces latency if a user cares to reduce communication time.

Once you agree to letting friends and family access your hosted services, you become the tech support for any problems. Whether that be your fault, user error, etc. You should absolutely limit who you give access to. In my case, only three people can and that’s immediate family. No friends, no extended family. I don’t wanna deal with all that mess when I deal with it at work. Don’t over extend yourself by being nice.

Using Cloudflare is against the ToS when used for services like Jellyfin. Your account can be limited, closed, or find yourself getting a several hundred dollar bill for data usage because you’ve breached the terms of service. Additionally, streaming content on free accounts incurs higher latency which I’ve confirmed myself Argo smart routing massively reduces. https://github.com/jellyfin/jellyfin/issues/9295 - Don’t abuse what’s free or you may lose it.

Google shouldn’t be indexing your domains anyway. If it’s flagged your domain, it’s been indexed and scanned. Alternatively, it could indicate you have a weak point somewhere on your server and you’ve been breached. Google’s scan picked up whatever it was. Though I doubt this is the case and just a false positive. Double check your robots.txt files and disallow everything. Most index bots respect this. You can use a community sourced bot blocker. https://github.com/mitchellkrogza/nginx-ultimate-bad-bot-blocker

I’ve been running my own self hosted services for almost a decade. Though I have a background in IT directly doing this kind of stuff daily at work. As long as you have a strong firewall, modern TLS, relevant security headers, automatic tools like fail2ban, and have a strong grasp on permissions, you should be fine. Before I moved everything to non-root docker, it was given its own service user and SELinux policy. Using direct DNS isn’t so much of a problem. You shouldn’t have any issues. Feel free to reach out if you have any questions.