Regarding multi-episode files, you are better off splitting them into individual episodes.
From the Naming Series & Season… document linked by flow (emphasis added):
Note: Multi-episode files will show up individually in Plex apps when viewing your library, but playing any of the represented episodes will play the full file. If you want episodes to behave truly independently, you’re best off using a tool to split the file into individual episodes.
See this document for information on splitting the file into individual episodes:
[HowTo]: splitting multi-episode files with MKVtoolnix GUI
Regarding the extras/specials:
All information in the file name after sxxeyy is considered optional and ignored by Plex. This is true for any episode, not just specials.
Plex uses TheTVDB for episode names, including specials.
The list of Specials for Heroes is here.
There is no s00e02 episode listed, which is why Plex shows it with a generic “Episode 2.”
As per TheTVDB, Countdown to Season 3 is s00e56.
Rename the file to Heroes - s00e56.mkv or Heroes - s00e56 - Countdown to Season 3.mkv and rescan the library. Plex should then correctly list the episode.
