Sorry, I didn't see anything specific in your question about mkv files.
This is a common problem with MKV files when playing from a media server. They are more resource intensive to decode and it many setups, the MKV codec can't read the data, decode it, and send it fast enough to support FF and RW. Converting them is the best option. You can do that through a separate converter, or you could have Plex do it:
1. Load original MKV files Click “Add” button on the main interface to load your MKV files to the program. (Drag&Drop function is included.)
2. Select output format Click “Format” and choose MP4 from “Common Video” as output format, which can be recognized by Plex easily.
With the right settings you can retain the quality of the original videos while also saving space. This is particularly helpful when streaming over your network, depending on your network quality. Simply click Settings bar and you can tweak the settings to your satisfaction and even save it as preset.
3. Start MKV to Plex Conversion Finally, hit the "Convert" button at the bottom of the main interface to start the conversion. It will automatically convert MKV to Plex Media Servercompatible video files.
After the conversion, click "Open" to quickly find the converted movies. Then, Plex will recognize, catalog, play and stream these MKV files at ease.