The official position is that you should follow Plex’s guidelines for filenames, but I’ve found that, if your embedded tags are in very good shape, the filenames aren’t all that important.
I suspect that either the discnumber tag, or the Album Artist tag, is not populated correctly.
I would recommend taking a look at this How-To. Pay extra attention to the “Potential issues with embedded tags” section:
[HowTo] Configure Plex to use embedded metadata (music)
