Just to close this query, I am unable to use Caddy with NordVPN on linux.
I was able to get Plex to work. I installed the Plex media server and desktop on a LAN Windows machine. This setup has no library files presently. For the windows version of Nordvpn, you can allow specific apps through the VPN which I did. I can now access Plex remotely with access to my NTFS partition mounted on Ubuntu.