Moving from Plex to Jellyfin on unRAID. Where to begin?

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Disable HTTPS in Jellyfin. Set up NPM to listen on 443, proxy pass jellyfin.* (or your FQDN) to your server IP with the correct port (8096 unless you changed it via docker). Do you have a cert handled through NPM via certbot? If so, that should be all that's needed. I use somewhat of a combo of things, but SWAG through LSIO offers nginx, proxy configuration templates, certbot, fail2ban, and automatic cert management. Works great.

As long as you have certbot + nginx/NPM, you should only need to listen on 443 and pass that on to your server IP + Jellyfin port.

The error you encountered on playback means Jellyfin can't find the media file. If you're using docker(-ish), you should be able to exec into the container and search for the file(s) as a troubleshooting step.