If you email it to Amazon, it doesn't matter what settings you use.
Amazon's PDOC intake will post-process the book to strip out the exth 113 (mobi-asin).
Covers are dependent on Amazon providing them. If you download an old MOBI, you *should* get covers.
If you download the new AZW3, you won't get covers.
This is an ancient Amazon bug.
Do not send books as "both" MOBIs, because new devices will download AZW3 and won't have covers.
...
Why covers might show up and then disappear, I don't know, but it is definitely the app's (and Amazon's) fault, not calibre's.