The Mobipocket editions have no ToC. So the Conversion won't either. But, if you don't mind installing Python 2.5 or later then you can run Obelisk on the Mistborn Diff file and have a pretty good copy. There are still some errors in the conversion that I am fixing as I read. But it's mostly correct up to part four. all you need is the original PDF to be able to make the LRF. It's towards the end of the thread/
https://www.mobileread.com/forums/showthread.php?t=20367
Also if you have Book Designer or Libprs500 you can gett he HTML for the others and use Book Designer or add in a ToC to the HTML and use html2lrf to convert.