Live TV - DVR recording movies that are in two parts

You need to set it so, that both original airings and re-broadcasts are recorded. (in the properties of the recording job)
This will give you all parts, even though they appear in your library most likely as “versions” of the same item. (Pretty much every Plex client allows you to select the version to watch.)

But at least you can later either watch and delete them,
or crop them and combine them into one file for adding to your personal library.