For playback, given that OP has put their audiobooks into Plex, they should definitely look at the Prologue app. It’s terrific, and under active development. (The author has a similarly great music app for Plex-based music collections.)
If you’re not using Plex as the source / sync mechanism, I’ve tried but not extensively use both BookPlayer and Bound. I think BookPlayer has been my preference of the two.
The Audible app is where I listen to the vast majority of my audiobooks. In addition to a seamless connection to your Audible collection, there’s an option in the preferences, Enable Media Library Access, which allows you to play audiobooks that have been sync’ed to your device via Books.app / iCloud. However, those titles are clear second-class citizens. Testing just now, book cover art is ignored, as are chapter tracks. That makes it unacceptable, IMHO.
The iOS Books app itself is fine for playing books, though it’s not my favorite player. As @krocnyc wrote, using Books.app should be temporary — use it as a mechanism (via iCloud) to sync audiobooks to your iPhone, and then to play them back. Remove finished titles from Books.app, because …
iTunes was a great app for managing an audiobook collection. As mentioned, starting with Catalina, audiobooks moved to the Books app. Which is terrible at library management. If you have a significant collection, you’ll need to find another tool to manage your collection.
Plex can be manipulated into handling audiobooks OK, but it’s not a native media type for the software, and it shows. There are third-party guides, work-arounds, and third-party-do-you-trust-them metadata agents available. Be prepared for a lot of sadness (either extra work or crappy UX) if you decide to go down that road with a large collection.
My current collection management tool of choice is iTunes, running on Mojave on my prior Mac. It’s got good list views, filtering, and understanding of audiobook-specific metadata. It also lets you edit that metadata easily (something impossible in Books.app). Good metadata is essential to a good experience in Plex.
I have high hopes for a new app+service, Bookcamp. It’s in late-stage beta testing (apparently), and will initially require you to use a Plex server as the back end. Eventually they plan to add their own cloud service back end. It’ll be a subscription service, which some folks are allergic to. But it’s early stages, and all the business details are still being hammered out. Join the Bookcamp subreddit if you’d like to offer feedback. (It’s pretty quiet currently.)
Background: I have a large (~2000) audiobook library, sourced from Audible, Downpour.com, CDs, and elsewhere. 20 years of collecting and listening…