Plex is not seeing embedded subtitles in MKV file

Judging by the file size, I think these are full Bluray remuxes, right?

Apart from the subtitle issue, I think you will get better results if you merge the two files to get one, contiguous file.
See [HowTo]: joining multi-part movies files with MKVtoolnix GUI

When you drag the first part into mkvtoolnix, as described in the above link, do you see the subtitle tracks listed?