Ultra Issue - Video Unavailable error with Direct Play & Direct Stream enabled

I have my Blu-ray collection ripped on a Win 10 machine to .mkv's via MakeMKV & Handbrake.
They all play perfectly on my Roku 3 with Direct Play & Direct Stream enabled.
With the Ultra having identical settings in Plex, most movies try to load then throw the error:
"Video Unavailable - We're unable to play this video, make sure the server is running & has access to this video."
I have to disable both Direct Play & Direct Stream to get them to play forcing the Windows machine to transcode the whole video even though it shouldn't be necessary.