They might not be blocking plex, but blocking most ports that aren’t relevant to “normal” internet usage. E.g. just have ports 443, 80 and 8080 allowed.

You might have to steer a VPN through those ports too?

If they block plex, they probably block private vpns as well (or if they don't you'd most likely be violating some policy). So other than politely asking your IT admin to unblock it, there's exactly nothing you can do.

If you're watching consecutive episodes of a series you can always just download them to your phone before you head to work. Not really viable if you hop around a lot, though.

How about you do your work instead?

It honestly depends on the network policies you're dealing with. Some employers have strict security and won't allow workarounds like vpns or proxies, and they really don't want you connecting the network to other unsecured ones.

That said, I'd try a personal VPN (not necessarily a proxy one, just one that can connect you to your plex server on a shared network). If that doesn't work, I really doubt it's a good idea to connect to your plex server from their wifi anyway. If that's the case, I would just download the media I want before I get to work

Use a vpn. Cloudflare warp isn't officially a vpn iirc, but it does unblock any site.