Anyone who’s had to open a Microsoft support ticket can assure you technical support is already not available from Microsoft.

DNS is what you’re looking for. To keep it simple and in one place (your adguard instance), you can add local dns entries under Filters > DNS Rewrites in the format below:

192.xxx.x.47 plex.yourdomain.xyz
192.xxx.x.53 snapdrop.yourdomain.xyz

Thank fucking god for the EU, for fighting for global digital rights where nobody else does.