This posting is older than 6 months and can contain outdated information.
Are you using Remote Buddy with default settings?
If so, please try a long press of the "Play" button if a press on the
"Menu" button doesn't work lead to the desired result.
In some places, Plex uses a short press of the Menu button to show and
hide additional controls and not to leave a menu. And then, something
else needs to be used for going up a menu level.
Hope that helps.
Best regards,
Felix Schwarz