On Windows, use Plex for Windows. It direct plays most media types. Plex Web is limited by the browser, and transcoding is common.
Plex for Android / Android TV will direct play subtitles when video or audio is transcoding. Note that the current Android app has a bug where if the audio is transcoding, the video will transcode as well (at least with EAC3 & TrueHD audio codecs) (reference). This might effect smooth playback on your system.
The log files do not have any records of an Android device playing anything.
