So you need to download two firmware files (well at least on Ubuntu Server) and put them in /lib/firmware
You can get them from the OpenELEC git, but must download by pressing the View Raw link, you can not wget etc…
https://github.com/OpenELEC/dvb-firmware/blob/master/firmware/dvb-demod-si2168-b40-01.fw
https://github.com/OpenELEC/dvb-firmware/blob/master/firmware/dvb-demod-si2168-02.fw
I did drop back to the default kernel 4…4 and followed the instructions on the link below so not sure if this works with the latest kernel…
http://www.hauppauge.co.uk/site/support/linux.html?zoom_highlight=plex
Hope that helps someone!!!