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Theres an app called Cover downloader from the app store you could use to search for missing covers or replace others - or you could try going to Settings - Apps - Swipe to all look for Walkman, opening it then tapping on Clear cache NOT Clear data
Possibly due to them not having a permanent tag - I edit my mp3's on my Pc using mp3tag which is free it can embed the cover and song details like artist - Tack name, year of release etc then I transfer back and don't have to worry about editing