I have been the one mentioning the subtitles. What you loose for sure via DLNA are the subtitles you already stored in the folder(s). But the subs downloaded by Infuse from OpenSubtitles still work. So they do the subs muxed inside the container (at least with mkv videos).
Also I am not sure about it anymore, but I remember Infuse was able to create its own video libraries via DLNA. What one should do is to add to favorite “All movies”, “All TV Shows” and they should get their own place in the “bar” below the posters. Or even better, once one has added al DLNA libraries (as above), hide them in the bar, and add from Library the “view” one prefers (like all movie, most recent and so on).
Regarding conversions from the Plex DLNA server I never had an issue. It streams the video as it is, so as long as Infuse supports it you should be fine.
On the other hand I managed to enable webDAV on my Zyxel NAS. And that’s the best option, end of story. I have always had issues with NFS and SMB (especially NFS when I used my MacBook Pro as a server). With webDAV I monitored the traffic and I get peaks that are up to twice what I get with SMB. I am even able to stream the 400Mbps Jellyfish demo (via ethernet, obviously)!