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Even though I have a Kobo I buy all my books from Amazon and I don't think they ever put the series information in the metadata. But why should they? Unlike the Kobo the Kindle doesn't really use the series information in a useful way. Fortunately with calibre I only need to fix the series info in calibre's database and do not need to edit the book's metadata/opf file (which I could do in Sigil after I've converted it to EPUB). Although calibre appears to be adding the series info into the EPUB's metadata when I convert it to EPUB, if I added the series info to the book before I converted it. I could swear that it didn't do that but maybe I'm misremembering it. Or maybe calibre is adding the metadata info to the EPUB when I change it in calibre? Again, I thought it didn't do that.

Edit: I just did a test and it looks like it's doing it (adding the series info) during the conversion from Kindle to EPUB. Thank you Kovid!