Yes I did check that the image was not CMYK and it's not. Thank you all so much for your advice.
I had no idea that you could add a cover in Calibre and Sigli if you reconvert the EPUB.
I'm not sure what I did but I went through the validation process with EPUBcheck and fixed a couple errors that came up and now it works. So, I guess it had something to do with that.
Thank you all again!