I’ve found that many cases where I don’t see images for media items on my Plex, it has been because of malformed XML being sent by the server. It’s easy to identify this by checking the developer tools / inspector view when viewing Plex from a browser and looking for XML-related errors.
See e.g. BUG: Malformed XML means playlists with Tidal songs don't show properly
or TV Shows returning malformed XML metadata or 0.9.8.14 - Invalid Media Info XML - Plex/Web and PHT can not play video - #30 or [BUG] Playlist corruption for non-local files etc