Atomically thin layers of transition metal dichalcogenides (TMDCs) exhibit exceptionally strong Coulomb interaction between charge carriers due to the two-dimensional carrier confinement in connection with weak dielectric screening. The van der Waals nature of interlayer coupling makes it easy to integrate TMDC layers into heterostructures with different dielectric or metallic substrates. This allows to tailor electronic and optical properties of these materials, as Coulomb interaction inside atomically thin layers is very susceptible to screening by the environment. Here we theoretically investigate dynamical screening effects in TMDCs due to bulk substrates doped with carriers over a large density range, thereby offering three-dimensional plasmons as tunable degree of freedom. We report a wide compensation of renormalization effects leading to a spectrally more stable exciton than predicted for static substrate screening, even if plasmons and excitons are in resonance. We also find a nontrivial dependence of the single-particle band gap on substrate doping density due to dynamical screening. Our investigation provides microscopic insight into the mechanisms that allow for manipulations of TMDC excitons by means of arbitrary plasmonic environments on the nanoscale.