Series movies - file format to meet the requirement

I've been trying for days to change my movie file names, originally looking like "3x5 Bonanza_Der_Smaragd.mp4", where 3 indicates the season and 5 the episode. Plex demands to have it in the form "Bonanza - Der Smaragd - s3e5.mp4". The awkward change of filenames has been done for test on 20 files - but as a result they still appear in some illogical order - but not in the oder of s3e1,s3e2,s3e3 etc.
This way the whole Plex system cannot be used as intended. Can anybody help out and a) tell us how to conveniently change the file names and b) which is the correct file name to guarantee the right order according to the episode numbers?
Hope to get an answer this way :-)
Heinz