As you probably know, the main Kindle format (azw) is essentially "mobi" which does not support the types of objects you are having trouble. Conversion programs have to use a kludge.
Amazon has another supported format (topaz) that sometimes do a better job, but there are no publicly available tools for it.
Amazon has announced a new format that will support most of the elements that are causing you a problem, but there are as yet no tools for converting existing files into that format.
Before you give up, you might want to try all three major conversion programs for generating mobi or azw file: Calibre, Kindlegen and Mobipocket Creator. (Mobipocket creator is the ancestor of Kindlegen, but it may do a better job with some of your elements.)
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