Thanks for the comment Acid.
If you could do me a favor, just a little bit more of testing on this part:
MI2 can play MKV videos from Video app. It just cant play from miui fileexplorer. But.. I think if I install Mx Player then it will start playing MKV.
On your m2, make sure that you are viewing network shared files using miui file explorer, and play it with MX player now.
If you could play it with mx player, then there must be a problem with my phone.
Otherwise, then you have similar bug with me
(bug on the miui file explorer)
Are you sure if you have correct settings on your router/nas? Because for my N66U I needed to enable Servers Center via UPnP to have my shared hdd visible over my network. Thus all my home devices are seeing my hdd (all nexus tablets, laptops with Windows and Linux, phones, android media box, etc.).
I have did some research on DLNA, and I found out that the app(in this case miui video player) actually must support the variants of DLNA server. There are many eg: Mini DLNA, plex, windows media player, etc...
I believe your asus is running on mini DLNA, and it is supported by miui video player.
Unfortunately, I think, miui video player doesn't
support dlna on windows media player yet. (I can use an external app to view the DLNA and it plays nicely.)
I think, DLNA support is not yet complete on miui.