What I do with movies that are split into multiple files is simple but effective. I place the files into their own folder. Name the files like, "moviexyz (1) (2015).mkv", "moviexyz (2) (2015).mkv". When I play the movie, I use "c" from the kodi menu, and that instructs the player to play all files from that file forward. That way, the first file plays, and the second file starts immediately following the end of the first one.