First everything you are doing applies to each jail that you run, users, groups, mounts, permissions.. I should take time to point out that as far as I can tell it does not hurt to just have one big jail with all these "like" softwares dealing with media running in it. Instead of one for each thing you run, have one BIG media jail running plex, cp, hp, drone, transmission, etc, etc. Then one set of mounts, one set of users (media) one set of permissions. It makes all this so much simpler. But... It will be easier to "hose" the jail should you get nuts. Plex by default will run as user plex unless you tell it not to. So now the user plex wants to deal with things that user media owns. But outside of the plex jail nobody else systemwide knows who the user plex is, the user plex will be represented as its UID.
So do the same things to the plex jail that you did for the sonarr jail as far as mounts, users, permissions.