When I try to connect the yatse app on my phone to my Plex server, I get the message:
Unable to connect: check the entered values, if host is running, and your firewall.
The entered values are what I found under Plex: remote access, my host is definitely running, and I changed the firewall settings for the Plex app to allow every type of connection. What am I not doing correctly? Any help would be greatly appreciated!
Well as a starter you are not giving the logs 
But are you sure you are trying to add a Plex server and not using the default wizard from install that for the moment only recognize Kodi?
I am stumbling around in this forum, trying to find relevant threads, unfortunately. First, I’m not sure how to make logs, or how to retrieve them if they are being automatically generated. Second, should I be or not be using the “default wizard”? I have only figured out one way to enter my Plex info…is there another? Am I using that wizard now? I’m thoroughly confused… Thanks for the reply!
I’ve just linked you the doc for the logs.
For the wizard yes the default one is only for Kodi as just explained and as the XDA article says.
You cancel it, then press the + button to add a Plex server.
But as another user mentioned in case it was not clear Plex support is paid function.