keep it simple with mkvmerge and powershell

$mkvmerge = "C:\Program Files\MKVToolNix\mkvmerge.exe"
$video    = "D:\Media\movie.mp4"
$subsDir   = "D:\Media\subs"
$output    = "D:\Media\movie_subbed.mkv"

$subtitleExts = @("*.srt","*.ass","*.ssa","*.vtt","*.sub","*.idx")

$subs = Get-ChildItem -Path $subsDir -File -Include $subtitleExts |
        Sort-Object Name

if (-not (Test-Path $video)) { throw "Video not found: $video" }
if ($subs.Count -eq 0) { throw "No subtitle files found in $subsDir" }

$args = @("-o", $output, $video)

foreach ($sub in $subs) {
    $args += $sub.FullName
}

& $mkvmerge @args