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Did you install the codec? I also had a black screen once with one specific video file, probably something to do with the specific encoding options used. Usually it works fine though, did you try any other files?
Well there's your answer, unfortunately. It's also possible that MX Player's HEVC support is simply not sufficiently mature to run on SD805 even though it's supported.
You should consider installing these plug-ins for ARMv7: NEON and ffmpeg.
Try installing the codec pack [link]
I'm able to play x265/1080p content without any problems using MX Player that way. VLC stutters like you mentioned.