Thanks...I found it and was able to upload the subtitle plugin after changing the Plex user to one of the users I created. When it was at root owner, it was not writable. I have since updated the owner back to the root.
I just updated to the latest FreeNAS Train (FreeNAS-9.3-STABLE (Installed OS)). Now I am no longer able to connect to PLEX from the jail. Browser not able to connect to the server at specified IP which was working perfectly well prior to the update tonight. Looks like it is from one fire to another.
I noticed that the Plex plugin status is set to OFF, that could be thereupon why it is unreachable via the web. Unfortunately, I tried several times to toggle the status to ON but it will not toggle...stays at OFF. I changed all the jail permission to 777 in Storage > jails, still will not toggle to the ON position.