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I usually convert H.264 and H.265 mkv files to mp4 on my Android with this app
https://play.google.com/store/apps/details?id=com.akingi.tc&hl=en
Make sure output is mp4. Open the file in the app. Tap video then copy. Tap audio then copy. Execute. And you're done. Plays on Xbox One. (I use LocalCast) If you put it on external USB you can then add a cover art to the file since it's now an mp4.