The answer is that every X265 file will play fine as long as the color info is removed, and it is Direct Played. But if the original file contains only audio that is incompatible with either the Roku or your playback equipment, the Plex server will remultiplex the streams into a new MKV container, and add the color info back in! So the red comes back.
In order to fix this, you need to add AC3 audio (for surround sound) and/or AAC stereo (not 3.0) to your files. This will make it so they will Direct Play. As I said earlier, there is no need to delete your current audio tracks, just add the new ones.
If your are using Handbrake to compress your videos, it is easy to add the additional audio tracks in when you compress them. You can use a tool like ffmpeg to add the additional audio after the fact. I think Recompress also has an option to do it, although I haven't used it personally.