Since PW1's latest / last firmware is sufficiently old you have as am option to "sideload" those cover thumbnails via USB by using "ExtractCoverThumbs" python script, as a step you would need to do post-downloading from "the Cloud".
https://github.com/quiris11/ExtractCoverThumbs
Missing cover thumbnails for KF8/azw3 PDOCs (Personal Documents) is/was a known issues that was present for years until Amazon finally fixed it with firmware 5.15 IIRC. Since PW1, PW2, Voyage... aren't supported anymore and didn't get an update to that particular firmware version those devices will have that bug for eternity. At least PW1 support was dropped before firmware 5.8.x when Amazon added a change that made Kindle devices ignore sideloaded cover thumbnails for azw3 files with PDOC instead of EBOK flag...
If you jailbreak your PW1 and install python hack then with a couple of edits that ExtractCoverThumbs script could be turned into a KUAL extension and be used directly on a Kindle, without the need for computer and USB cable.
Also, take a look at another issue regarding cover thumbnails:
https://www.mobileread.com/forums/sh...d.php?t=329945