Normally I would say to pay it forward and add the missing episodes to TheTvDb site.
But this series was originally aired as only a 3-part mini-series, and TVDb operators are not allowing editing/addition of this series past Three episodes.
As such, there is only one work-around.
Copy the nfo from episode 1, and make three copies.
Edit each new copy to match the nfo to the three extra episodes, including filename and in the nfo, the episode number.
Once this is done, MC will detect them, and you can edit the plot.
There is no other option, as these are not legit episodes.
I understand why TVDb has done this, as some countries will split the episodes up if too long, but still its a pain.
This is outside of MC's control.
And no, we will not save a place-holder nfo if the episode is not found.
This really negates being able to validate you received scraped data, will falsely show as not a missing episodes. And, as I first mentioned in this reply, if an episode is missing from TVDb, it is best to Pay It Forward, sign up, and add the data so more users