The safest way to see the correct picture in a file is to embed it. Keeping a picture in the file system does not help as it then is up to the file system to show a picture and not up to the player.
The it is always advisable to fill the same amount of fields in the files as players tend to group together files with the same contents in a particular field. And if there is no data for a certain field, then all the files with no data in that field are grouped together.
So, fill
ALBUMARTIST, ARTIST, ALBUM, TITLE, possibly TRACK and embed the picture in every file
and see what your android makes of it.