You need to name them according to the naming standards. The reason you can’t split them is because Plex thinks they are part 1 and part 2 of the same movie and not separate files of the same movie, see here on naming multi-file movies.
You should have:
- Harry Potter and the Deathly Hallows Part 1 (2010).m4v
- Harry Potter and the Deathly Hallows Part 2 (2011).m4v
Having the year at the end will avoid the Plex Scanner from thinking it is a multipart file and also match it correctly. It would be a good idea to perform the Plex Dance on these files and re-add them to the library.
