Just an update. I tried again, ePub to ePub conversion. Cover came over and I thought I was on my way. Plugged my Nook Color back in and did another ePub to ePub conversion.
Unplugged Nook Color from USB cable and last ePub has cover, but first one now does not. I am beginning to think B&N has some code in their processes which affects the covers being depicted on the device.