Unfortunately, Plex isn’t well-suited for split releases. Plex only supports a single artist for an album, whether it’s an artist name or “Various Artists.”
In cases where you only have one of the tracks, about all you can do is manually set it up and not let Plex match it. Is your Plex server set to prefer local metadata? Embedded tags might make this easier, but if your library isn’t well-tagged, it’s a lot of work to go that route.
There’s a fairly popular feature request to improve this, but we haven’t seen any movement on it.