I have also tried with a portable version of VLC.
The resume playback works for the very first video played, until it is deleted. But with the following files, not. Nada. Niente. Niet.
It's very strange.
I have exactly the same problem.
The resume playback doesn't work.
I have installed VLC on 3 different PC (2 with windows 10 and 1 with windows 7).
Continue playback is on always. I tryed to put it on Ask, but it doesn't ask anymore.
My files are on a local HDD.