For concerts and surround sound editions of albums, I usually do this:
I have the Beatles 1+ as well and simply concatenated all the music videos into one contiguous file. On each song boundary I created a chapter mark (can be done automatically during the concatenation process) and labeled it with the song’s title. This allows you to jump to a specific song.
All the “commentary” videos are added as local extras, just like the above.
That is organizing the videos as “special” episodes of a TV show.
You could do that in Plex – however, in Plex there is no way to combine “movies”-type and “tv show”-type of items into one and the same library. So these would always be kinda “remote” from the other videos on your server.
(Though manually created collections can create a connection between libraries. I see this on the preplay page of Beatles 1+, because I added other videos and the AlbumArtist The Beatles from my Audio library to the same.named collection:
)

