The windows player should already have a shortcut to jump to the previous/next episode. On the Mac app, it’s [shift]+[arrow left] or [shift]+[arrow right] (shortcuts are described when selecting the Keyboard Shortcuts option from the context menu if you click on your account icon in the app’s top-right corner).
Similarly there’s a Next button in the on-screen menu controls.
There’s already an existing suggestion asking for Plex to add an option to jump to the previous/next episode on the Apple TV client (or movie in a collection). Please help us avoid distracting or cannibalizing votes by adding your comment/vote in that thread.
Unless I’m missing some different/unique aspect of your suggestion I’ll close this thread as a duplicate.
