Windows client does not show subtitles

Sorry, I don’t see externally linked pictures.

Try removing the domain name from your server. Avoid using a custom domain name, particularly in the local network. Unless you also have a fitting, publicly trusted security certificate pinned to that domain name.
You should also check your router/DNS resolver if it performs “DNS rebinding protection”. If you can, put in an exception from that protection for the domain plex.direct.