My MKV is previously made with Handbrake 0.9.6 which has a problem with the WD Live, it always freezes somewhere (HB 0.9.5 don't have that problem but it takes 50% more time to do the MKV). The solution for this problem is to remux the MKV (only the one made with HB 0.9.6) with MKVMerge and at the same time add the PGS subtitle track when I need it. Then the MKV won't freeze, but the resulted MKV file, which has now the PGS subtitle included, won't show that subtitle track on the WD Live. You say to use MKVToolnix and it will work... Hope the HB 0.9.6 remuxed that way, won't freeze !
I think I just figured out with your explanation was is my problem. Using MKVMerge is good, but I was adding the PGS subtitle and choosing the option "no compression" before remuxing the file, and I think that's why they don't show up. Is that correct ?