For the Windows share issue, based on your description it’s most likely a permissions issue on the unraid side. Install the Fix Common Problems plugin if you haven’t done so already, and then run the Docker Safe New Perms tool from the Tools menu. This will reset the permissions on all files in your shares except the Docker appdata share to the unraid defaults. And if it is something in one of the appdata folders that you’re trying to move, your best bet is to do it directly in unraid, either using the Krusader Docker container or Midnight Commander.
As for the Plex question, NFS in unraid doesn’t use the user accounts for permissions, it’s all done on the system level. When you set the NFS export to Private and apply the settings, a new text box will appear for you to list which systems you want to access the share. If you leave that box blank, it defaults to every system having read-only access, which is the same as Secure.