I’ve just double-checked the music videos I’ve added to my music library using the global music video folder. It seems they’re all showing up alright.
Have you verified the permissions for that folder are ok for Plex to see the folder and its contents?
https://support.plex.tv/articles/205568377-adding-local-artist-and-music-videos/
As for local extras for tv-shows – there’s an overview which clients are capable to display extras for what tiers of a show (show, season, episode) in the related support article. In addition there’s a feature suggestion asking for all clients to support all tiers of local extras for tv shows.
