Check out tailscale for that. It makes setting up a wireguard VPN SUPER easy.

I would recommend just starting with migrating your Plex setup to Jellyfin. You can get that done in 30 minutes to an hour.

Setting up all of the arr's takes hours, depending on how intense you want the automations to be (hours to days). I started with Sonarr for TV/Anime direct installed on Windows. Once I knew I liked it and wanted to keep using it, I bought a small form factor PC and installed Ubuntu Server and Docker (which takes a lot longer).

If you can follow guides on the internet, there are tons out there. What OS are you running?