Split is missing

If you end a file name with -partx, then Plex will take all parts and combine them into one episode. Documented here: https://support.plex.tv/articles/naming-and-organizing-your-tv-show-files/
If you play episode 1, you should actually get to see all 3 files in succession.
Try it.

While this is in theory a good solution, in practical use there are some weird side effects associated with this approach, which also vary by Plex client type.
It is my personal recommendation that you, immediately after ripping, combine all three parts into one file. See [HowTo]: joining multi-part movies files with MKVtoolnix GUI
You should do this before doing any other operations, like converting video or audio, or OCR’ing subtitles.