You really do need to follow @tom80H’s suggestion to correct your folder/file naming.
I recommend you use FileBot to automatically rename the files for you. The current cost is $6.00 USD for one year or $48.00 USD for a lifetime license.
You may install FileBot on the NAS or on your PC. Then simply drag/drop the files into a designated folder and it will name them and move them into appropriate folders once you set it up.
You can also set up FileBot to rename the files as soon as they are downloaded.
The missing files most likely do not have the correct permissions or file owner, or they have been misidentified and placed in another series.
Your correct folder/file naming will help prevent any misidentification of the files.
For more info about file naming in Plex, see this page:
https://support.plex.tv/articles/naming-and-organizing-your-tv-show-files/
To correct the file permissions and/or ownership, follow the instructions I gave here:
And here:
Substitute your Media folder for the Documentaries folder mentioned in my linked replies above.
