[jhowell]

There are several factors at play.

In order to have the boldness slider you need a book in KF8 (azw3) or KFX format.

In order for the kindle to extract the cover thumbnail image for a sideloaded book it needs to be in original MOBI (azw) format.

You can get the kindle to display a thumbnail for a sideloaded book in KF8 or KFX format, but only if it marked as an e-book (cdetype=EBOK) and not a personal document (cdetype not set or cdetype=PDOC). In that case if the ASIN of the book matches that of a kindle book for sale then you will get that cover thumbnail. Otherwise you can sideload your own thumbnail image if you put it in the right place ("system/thumbnails" directory) with the right name. Both calibre and the ExtractCoverThumbs program have the ability to do this.

If you want to send a book that was not purchased from Amazon to your account so that it will sync between multiple devices you have two choices. You can use the old MOBI format giving cover thumbnails but not the boldness slider. Or use the Master MOBI format (combined MOBI and KF8 in one file -- called "both" by calibre). This will download to the kindle as a PDOC in KF8 format giving the boldness slider but not cover thumbnails.

Besides cover thumbnails and boldness, the format you choose (MOBI, KF8 or KFX) can impact the quality of the e-book rendering. MOBI is the least capable (but still sufficient for most novels), KF8 is better, and KFX supports enhanced typesetting.

(cdetype and ASIN are two internal metadata fields in Amazon's file formats.)