Not sure if this is server-side or Roku side; I only run Plex client on my Rokus (2 and 2XS).
Anyway, I play Futurama at night to fall asleep; I set it on shuffle and let it go.
However, there are two oddities:
1) About 50% of the time, it shuffles the order of episodes, but isn't random- it may play S02E03, then S06E10, then S01E03 (for example) when I restart the shuffle (TV Shows > Browse All > Futurama > Shuffle)
2) It always runs for about 8 hours, maybe a little less, and then stops/goes back to the Futurama series/seson screen. (There's about 40 hours' worth of shows, so this shouldn't be happening.)
This is the only series I have with enough episodes/time and watch regularly to notice.
All the episodes are in Plex library and none give errors. I have reset my Windows 10 PC and had to factory reset/reinstall apps on both Rokus, so not sure if this is a PMS setting (v0.9.15.2) or Plex Roku app setting... or a known bug. (It seems to be the last month or two, not correlated to the refresh or resets.)