[vbat99]

What exactly does that mean.... my collection data must be clean?

sry, language missunderstood: clean = accurate, neat, proper... = when all look like my screenshot then you get collection artwork. The way it looks now, it can not work.
Blue checkmarks are custom collections. Rescrape all until all checkmarks are green.
conlcusion on collection artwork: collection data maintenance first, collection artwork scrape second.  

 What exactly do you mean by custom? I didn't create them....
Rescraping a movie and adding to the collection still results in a blue triangle.

It mean mean you may have to delete the movie set cache. XML file and also the other hidden file under users roaming mediacompanion