Rakly3 You are a hero man!
So renaming the file fixed it.
When browsing the DLNA server (Plex) from within SLR app (Oculus Go), the file is named "Turkey Day Lay (2018)", so renaming the funscript to "Turkey Day Lay (2018).funscript" made it load the script in the SLR app, and I now see the blue handy icon.
So basically as your said, when using PLEX DLNA with SLR app, the name of the funscript has to match the name shown in SLR, not the actual filename.
Thanks man, appreciate the effort!