Sadly, it looks like Plotly will not be usable in a web component any time soon.
This has been raised with the project but there doesn't seem any incentive for them to fix it.
It does not work correctly either in Shadow DOM or in light DOM configuration but with different issues. In Shadow DOM, the chart does not show its title and the action bar is squashed to the left. In light DOM, the chart shows the title and acton bar but is not size responsive.