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Iīm afraid but I donīt use Plex anymore. I cant remember exactly my workaround. Iīm sure that the key element in this problem was my EyeTV setting. Make sure that you enable the fullscreen-menu box in EyeTV settings. When you are in EyeTV from from switching you will probably change the channel or search for a recording. This requires at least a menu action button. This should at least start the fullscreen of EyTV.
By the way I droped Plex due to the hundred of clicks needed for simple actions :-) It not really economic to puzzle for one saved click only to switch from a click-eating application. :-)
Additionl I have as a global action in Remotebuddy ; Quit current application (Command key+Q) linked to a long press minus button. This is for me the fastest way to save cpu power and change the app.
VLC in combination with iPhoto and iTunes (podcasts) embedded in the Iospirit menu is more seamless than the Plex puzzle. Ok I have to waive the Youtube feature and some other internetchannels but I dontīmiss them.