Well baseline jpeg's would at least be as future-proof as it gets and I can't see jpeg's disappearing any time soon.
Lack of support for progressive jpeg's has been reported on players from various brands, even though progressive is part of the standard. Probably a rare issue on newer players though.
I use exiftool to check jpeg's for progressive or baseline. It's the quickest way I have yet found. Just drop the picture on the "exiftool(-k)" icon (exe or shortcut). For embedded pictures, drag them from Mp3tag to the hard disk first.
https://exiftool.org/index.html
https://exiftool.org/install.html