I'm not sure which 'covers' you mean, but if it is the thumbnail covers, which appears in Sony booklists and Collections, then you should go to Prefs - Plugins - Device Interface - SONY (or SONY PRST1) - Customize. Then check the box labeled 'Update separate cover thumbnails...'.
If you do this, the current Calibre cover will be sent as the Sony thumbnail whenever you send-to-device or save-to-disk your books. It is completely independent of the cover which is page 1 (usually) actually inside the book. It should work for all valid ebook formats for the particular Sony model. It also works for both DRM and non-DRM books.
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