In some of cases, PGS SUP in mkv are not working well, with missing lines.
When creating mkv with mkvtoolnix, please select "no extra compression" for PGS SUP subtitles and also choose indexing all frames.
Then, the missling lines will showing up!
2. Other subtitles
In some of cases, the black bars in the video file are cropped. As the subtitles are displayed in the area of the video display, the second line can be not displayed or cropped. In this case, change the vertical position with MENU button / Subtitle / Right button > Offset.