If you're just interested in connections (and don't care about packet inspection) you can use Little Snitch (paid) or LuLu (FOSS).
Actually, all the Objective-See Foundation security tools are great and target specific classes of vulnerabilities, like LuLu for outgoing network connections, RansomWhere for detecting ransomwear by looking for encryption events, Oversight that monitors you cameras and microphones and a bunch of other really small, but really useful security utilities. Better than running a shady antivirus that's going to suck up loads of resources and rely on signatures.
Plex can be set to auto delete. You can set it to delete after something has been watched (after a delay if you want), or to keep a pre-set number of items (e.g. only keep the five latest episodes of show X) or a combination.
Just make sure you set up the *arrs to not re-download the thing that Plex auto deletes.
I'm a hoarder so I keep a lot, but anything that's time-sensitive like current affairs shows, I delete after watch and set to only keep the latest three episodes.