Given that AZW3 is a "richer" format than Mobi, if you do auto-conversion, could you not solve all your problems by setting AWZ3 as your auto-convert format, rather than Mobi? As things stand, when you convert ePub to Mobi, you're throwing away a lot of formatting information that's in the book, whereas ePub to AZW3 is (pretty much) lossless.
If you have a Kindle, it makes a lot more sense to use AZW3 as your default format, and not Mobi.
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