What you are doing should work. I do something similar, but instead of using calibre for conversion I use
KindleGen. This produces the same type of combined MOBI file, which Amazon calls a Master MOBI. I use the
-dont_append_source option to reduce the file size, otherwise the output file will contain a copy of the source.
kindlegen book.epub -dont_append_source
You might try doing the same thing for a book that isn't working properly for you and if it is delivered as azw3 then you will know the issue lies in the calibre conversion. (If using kindlegen doesn't work perhaps someone else will have another idea.)