Try leaving the subtitles in the usual external text file. I didn't check to see what DLNA servers do with that but it's not a feature I found support in most players.
I trying to play a mkv file which contains several subtitles on media play however clicking the subt. button on my remote simply prints "Not Available". Is this feature not supported?
My tv is a samsung UE55C6005 and my media is served by mediatomb running on debian.