Nexus 5x won't use custom ringtones/notifications Just got the 5x, and loaded it with my favorite tones. Did the same thing I usually do with Android phones to set different tones for different app notifications, alarms, etc.

Phone either plays stock tone or no tone + vibration. 

The files were pulled directly from my Samsung in .wav format and will play on the 5x via VLC just fine.
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"