$ unrar e shakespeare.part001.rar
unknown archive type, only plain RAR 2.0 supported(normal and solid archives), SFX and Volumes are NOT supported!
All OK
$ sudo apt install rar
$ rar x shakespeare.part001.rar
... shakespeare.html OK
All OK
I discovered that there are two versions of unrar:
$ dpkg -l "*unrar*"
Architecture Description
un unrar <none> <none> (no description available)
ii unrar-free 1:0.0.1+cvs2014070 amd64 Unarchiver for .rar files
un unrar-nonfree <none> <none> (no description available)
You probably have the nonfree package. I have no idea about what's the difference between them.
Looks like the original "unrar" has some licensing restrictions (for compression purposes, not decompression). The "unrar-free" version was created as pure FOSS in response, but the performance isn't quite up to par. If there are any compatibility issues, it's likely the latter version that's having them. No idea what "unrar-nonfree" is, I'm guessing it's just another name for the first "unrar".