No, unfortunately not. This is an age-old issue with how Plex handles (or rather doesn’t) handle multi-episode files.
Your only options are
- take it like it is
- put only the first episode number into the file name and live with the “gaps” in Plex
- split the files, so you get true 1 episode=1 file [HowTo]: splitting multi-episode files with MKVtoolnix GUI