I know it seems weird but the series info gets set when you reconnect the Kobo AFTER the initial sync. This is because the database where the series info is stored only has the new books added to it when they are processed by the Kobo.
Also I remember that at one point, the initial sort shown at the top of a booklist was not actually correct; you had to reselect the sort and then the list would update.
And finally are you sure... Is the series info showing up? The book should show up with the author name, then on the next line the book's title, and beneath that the series name, a hyphen and then the series index.