What did you do to filter?
What file format are the audiobooks? (flac, mp4, mp3, wav?)
Have you checked the files for integrity? (No, it's not enough if they play, see links to tools here
you could add a file called folder.jpg to each alum folder and see if that makes the player display a picture.
There is an action to export covers so that you don't have to do it manually, one by one.