I understand that Qbitorrent for downloading files and PIA (Private Internet Access) for the VPN can do that. The Plex server traffic is encrypted, and I think it's best to run the server on a separate machine. But have PIA on the machine you're running Qbittorrent or your other torrent handler on, and copy completed files over to the server through your LAN. Programs like Sonarr and Radarr can even automate that process.