I want to dictate to PLEX what art to use

[beckfield]

Take a look at this post regarding naming and placement of image files:

Music Album artwork

Little tip: If you have lots of bootlegs etc. you want to bring your embedded metatags into order first. Then you need to have the Local Media Assets agent in top position. I wouldn’t trust last.fm to fetch correct info about bootlegs and special editions of albums, like those recent expanded re-releases of Zappa albums. Put as much info into the meta tags as possible. Put a cover art inside the album folder and you should be good. Makes sure to set at least ‘AlbumArtist’ and ‘AlbumTitle’ to…

You may also need to configure Plex to prefer local media over online:
https://forums.plex.tv/discussion/227541/howto-configure-plex-to-use-embedded-metadata-music