The ***Jailbreak*** message is a one-time status report. You are still jailbroken.
No help will be supplied for people who want to remove ads, beyond "talk to Amazon/pay the $20". You bought a subsidized Kindle, we cannot help you circumvent that. See here for the screensavers hack (if you pay to remove the ads):
https://www.mobileread.com/forums/showthread.php?t=195474.
For importing collections, start here:
https://www.mobileread.com/forums/showthread.php?t=186305.