A Plex client connects to a Plex server through the central Plex service. That way you don’t have to mess with your router and you can invite anyone in the Plex system easily to your own server. The drawback is that you will have issues when the central service is unreachable.

Have you tried playing the files locally with VLC or MPV? Is the audio out of sync in the files themselves or is it because of Jellyfin?

Sometimes the audio on my client is out of sync, but after stopping and resuming the video, the audio syncs again.