Local cache and settings are kept in C:\Users\YourUserName\AppData\JavLuv. You can simply delete that folder if you want to start from scratch. Note that AppData is a hidden file, so you'll need to check "Hidden Files" in Explorer's View section to see that folder.
You'll probably also want to revert your folder back to the way it was, which means deleting .nfo files. Not sure if you started with cover images, or just movies. In Explorer, navigate to your movie folder, and type *.nfo in search, then select and delete all those files. If you didn't originally have cover images, you can try deleting those as well. Careful you don't accidentally delete your movies!
Are cover images actually getting downloaded for those missing movie covers and just not displaying, or are they missing (not getting downloaded)? By default, if you're downloading cover images, they should be named the same as the movie.
Also, if you're willing, I'm attaching a small zipped batch file that you can drop in your movie folder, then unzip and double-click to run. The batch file will create a text file containing a list of your filenames, then zips them up (required for attachments to this forum, as I understand it). Or, you can just execute this at a command prompt from your movie folder.
dir /b > filenames.txt
tar -a -c -f filenames.zip filenames.txt
I'm hoping I can reproduce whatever issues you're having if I have an exact list of your filenames.