I use Calibre to convert my Kindle books to epub and I always embed the Bookerly font so I can use that in Moon+. I have Moon+ set to use the embedded font. It can also be set to use whatever fonts you like, although I haven't really played with that.
If it shows up as unknown it's probably because you haven't put anything in the metadata. I put the title and author and number of pages and a description in metadata so I have access to that from within Moon+. I also download my books from Dropbox I put them in my micro SD card and load them from there. They appear in the Files section of Moon+ using the file name until I load them and then they'll appear in the recent list. I've never really looked at My Files so I don't know how that works.
I'm not sure about shelves. I don't use collections much on the Kindle so I've never really looked into shelves in Moon+. I like things alpha by author.
The highlights work for me pretty much the same way as they work in the Kindle app. You might have some setting changed that makes them work differently.
Barry
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