[kirbyzhou]

I have the same problem with KODI-18.5.
Server Side is KODI on iMac, Client Side is KODI on TV.
Storage is http-dav.

For example:

   .../Anna.2019.2160p.BluRay.x265.10bit.SDR.DTS-HD.MA.TrueHD.7.1.Atmos-SWTYBLZ.mkv
   .../Anna.2019.2160p.BluRay.x265.10bit.SDR.DTS-HD.MA.TrueHD.7.1.Atmos-SWTYBLZ.chs.ass

I can only select embed subtitles from Client Side.

Use SRT subtitle format and try again! 

By the way, I have tried take Serviio as Server, Kodi as Client.
KODI can get the ASS external subtitle as Client --- you can select the external subtitle in dialog.

       Unknown - 28301_SUBTITLE ( External ) (1/4)
       English - English-SRT [Default] (2/4)
       ... (3/4)
       ... (4/4)

But can not play the subtitle while playing --- it just plays as no subttile selected.