Circle manages traffic headed out of your network and to the Internet. It doesn't manage internal network traffic like that generated from a local media server like Plex or Universal Media Server. That means traffic that stays inside your network won't be tracked or count towards Time Limits for Circle.
If you have a local media server on your network and you use that to serve up media for your family members, you'll need to find another way to track their usage there. Depending on what service or hardware you're using to play that media, you may be able to Pause it or set a Bedtime or Focus Time for it.