I have been trying to add Behind the Scene and Featurette videos to some of my TV Shows, but when I add them to the shows, they either don’t appear, or they overwrite the episode order based off the name.
You should be able to do that when Plex introduces the new/future agent for tv-show libraries. The agent is currently in a forum preview (=for testing, not yet to run your productive server).
The agent will support local extras for shows, seasons and episodes. However not all clients seem to be capable of displaying the extras (at least not for all tiers)