Sorry but it’s a bit unclear as to what your problem is.
You say you have a ATV4K connected to a DS918+ on a local network yet you’re talking about some internet traffic. Could the internet traffic be Infuse trying to populate the metadata which is normal for first time set ups and briefly when adding new media after the first full scan?
Infuse doesn’t route local traffic over the internet when playing video. Now if you’re streaming from a remote server then you will see internet traffic.
You may want to try changing over to a SMB connection to your NAS leaving plex out and see if that suits your needs.
If you go to the Settings > Library are you getting the message “Last updated …” or does it show activity of fetching, syncing with iCloud, etc?