I haven't any direct knowledge of Moon+ Reader, but I suspect the issue isn't with the TOC, but with the directory/file layout inside the epub file (which is a zip file).
FYI, running calibre Convert on large numbers of files may require a bit of a wait, but you can do it in batches.
@theducks - Might want to make that suggestion up a level in a new thread or call Kovid's attention to it with a PM. I don't think he follows every single sub forum.
