For those with .idx/.sub problems, here is a solution.

afaik, yes. From what I have said in the past, yes.

I don’t quite understand why some of the pictures are not coming in…

More on subs and local media assets
https://support.plex.tv/articles/200471133-adding-local-subtitles-to-your-media/

Sadly, I can’t do any testing on my end(NAS RAID failure, rebuilding)

But nevertheless, I would mux .idx/.sub in the mkv… Again, if it was me…