Nexus 5x won't use custom ringtones/notifications
I had this issue, but only with the Alarm media files.

Use a file explorer, like ES File Explorer:


Using the ES File Explorer, navigate to the folder you have place your custom alarm media files.
Click on the file you want, and in the "Open with" prompt select "ES Media Player"
Open the menu in the top right, and pick "Set ringtone" (the entry with a bell icon)
In the dialog that appears, pick "Set alarm"