As others have mentioned, following Plex naming requirement is key.
If you rename/reorganize, Plex Dance the files.
O:\tv-scifi> tree /f /a "The Orville (2017)"
O:\TV-SCIFI\THE ORVILLE (2017)
+---Season 01
| The Orville (2017) s01e01 Old Wounds.mkv
| The Orville (2017) s01e02 Command Performance.mkv
| The Orville (2017) s01e03 About a Girl.mkv
| The Orville (2017) s01e04 If the Stars Should Appear.mkv
| The Orville (2017) s01e05 Pria.mkv
| The Orville (2017) s01e06 Krill.mkv
| The Orville (2017) s01e07 Majority Rule.mkv
| The Orville (2017) s01e08 Into the Fold.mkv
| The Orville (2017) s01e09 Cupids Dagger.mkv
| The Orville (2017) s01e10 Firestorm.mkv
| The Orville (2017) s01e11 New Dimensions.mkv
| The Orville (2017) s01e12 Mad Idolatry.mkv
