That sounds great. I’m Glad you found some way to work through. Just be very careful with Picard. Picard has a setting I think by default it will Move files when you hit save. To find where your files go, in the Picard Preferences under the File Naming Section of the preferences, there is a tick box at the top that says move files when saving.

If you want Picard to move the files when you save it will move them to the destination folder you have chosen. So check there and you should see where the file went. Picard will name your files the way the basic script is set to name files. I am not sure off the top of my head if Picard uses Plex friendly naming scheme.
If you don’t want Picard name and move your files, you should uncheck the move files when saving box. Just for reference, Naming Script Forum Post this post was from almost two years ago but this is the file naming script that I use for my files and folders.
In Picard under preferences under the file naming section, there is a drop box where it says selected file naming script. You can add your own naming script and Picard will then name files and folders using that script. Its a bit advanced so proceed with caution. Also backup backup and test Picard settings on one track or one album at a time to be sure its not mucking up your files.
You can add tags such as compilation and you can change the release type and that should help Plex to put the albums in the correct location.