I have been trying to reproduce the problem but have not managed it yet. Could you get screenshots and Plex Media Server logs that cover the sequence of showing the grid, picking an HD episode and setting up a recording with HD Only option and then logs again when the recording starts and completed
For server logs see
https://support.plex.tv/articles/201643703-reporting-issues-with-plex-media-server/
https://support.plex.tv/articles/200250417-plex-media-server-log-files/
