I'm not sure if the rules that applied to the Kindle inline TOC for K7 mobi files still apply to KF8, but if you haven't read these articles/solutions it might be worth a shot:
Calibre FAQ
KF7 ePub to Mobi Solution to link inline TOC
I'd also recommend making sure the ePub exported from inDesign looks ok in Adobe Digital Editions and Sigil, it should, but it's worth a sanity check. If it doesn't you might want to use Sigil for the very final bit of tweaking.
Regarding the cover not showing up in the Library, Did Calibre detect the cover and display it when you added the book to the Calibre library (or did you just use the CLI)? If Calibre didn't detect it you can add the cover to Calibre's metadata for the book and Calibre 'should' set it in the correct way for the final ebook.
The other possible cause is that Calibre's KF8 output has only relatively recently been reverse engineered, so it's quite possible there are still kinks to work out.