[BUG REPORT] Multi-part content fails with new player on NVIDIA Shield

I strongly recommend that approach.

Note that MKVToolNix can join many non-MKV source file types, too, so don’t let that be an obstacle.

[HowTo]: joining multi-part movies files with MKVtoolnix GUI

It does not. It doesn’t perform any re-encoding of the media, just copies/remuxes the streams into a new container.