[User 443344]

Hi,

My Kodi acts as a DNLA/UPnP client (renderer + controller) against my TwonkyServer 8.5.1 DLNA Server.

TwonkyServer does serve thumbnails, based on Folder.jpg files stored in each album's folder -- see Twonky Server FAQ for End-users

I have tested this works using VLC as a DLNA client.

But I don't get any thumbnails for songs / albums in Kodi 18.4 Leia.

Do I miss something? Is this supposed to work? Do I need special settings for this to work?

Thanks in advance for your help.

I assume you are using the official Kodi MPD client addon. is not it ?
I never use it but after reading your post I wanted to try it (Version: Twonky Server 8.3-19 and LibreElec ). to compare with the logitechmediaserver and my squeezebox receiver to listen to music.
What is certain on my kodi system is that the covers of the songs, albums ... music are correctly displayed.
So the problem probably should not come from Kodi but from the settings of your Twonky. (look in twonky settings)
What is curious is that my client Kodi is seen by Twonky as an O2 joggler   

No, I'm not using any add-on, I'm using the Kodi built-in UPnP client.

What is this add-on doing that the built-in mechanism isn't supposed to do?

For sure, I wouldn't want a solution that copies the contents of my TwonkyServer to Kodi local storage, 'cos this would at least require some synchronization scheme, would increase the amount of I/O (esp. writes) on the Raspberry Pi's µSD card...

As discussed elsewhere, I have verified that VLC (on Windows and on Android) does get the thumbnails served by TwonkyServer, but something in Kodi causes TwonkyServer to return incorrect thumbnail URIs.  

ok, i made a mistake : I tried with the kodi music player and not the mdp addon.
So I suggest you look inside the settings of the Twonky server, look, especialy  the recognized player,  For me it works fine with albums jackets