PlexPY:
Other than curiosity and a general desire to know what is going on on your server, Is there a maintenance or troubleshooting reason to install this? the analytics look pretty good, but I am not sure I would ever really use this for anything other than showing someone how the system works.
I use SabNZBD currently, but I have also used Sonarr. Is your choice more of a "flavor" decision or do you have something specific that makes one of these better than the other?
Transmission with OpenVPN:
Can I attach that OpenVPN to any VPN provider (I use IPVanish)?
Plexpy: I have a decent number of friends that I share with it allows me to get statistics but also if someone says there is an issue get a better idea what might be going on, as I have more details then they may be able to provide such as location/player/media/etc.
Additionally if you really wanted it has some neat things you can do with custom notification script that can do things such as automatically killing a stream that has been paused for X time, thought I don't know if that kill functionally is a plexpass feature or not. It can also say notify via a number of providers for things such as buffer warnings, new devices, concurrent streams from the same user, if your plex server goes up/down or remote functionally goes up/down, or if update to plex are available.
Sonarr: Just first application I have used for it and meets my needs and works well so I haven't looked at anything else.
OpenVPN: you can use any openvpn based vpn you like. I just can't promise you can actually use the firewall kill script with it unless you VPN provider can provide a static ip as its gateway/entrance. So if they don't you would need to turn that off.