Those specials are actually… specials 
“The Snowmen” in particular is s00e66. Plex won’t display those specials inline of their related season (e.g. as a mid-season or end-season special). However when playing the files, Plex will usually bring the special up as next episode when you finish the previous regular episode (here: after s07e05).
There’s a feature suggestion to display those specials inside the related season based on their air date.
