The Plex Dance should help fixing this if this is because of some retained association from the file’s original naming.
Alternatively you should be able to split the items on the show level (⋮ > Split Apart) and subsequently manually fix the match for “The Lone Gunmen”.
I take it your library is pointing at H:\Downloads\Video\TV Shows\?
Edit:
just to play it safe… best verify if the Lone Gunmen episodes have any conflicting embedded metadata. If your library is configured to prefer embedded/local metadata, this could cause additional conflicts.
