The thumbs.db files are created by Windows when you browse that folder in file Explorer, nothing to do with Kodi at all.
As to why Kodi does not automatically pick up some artist images but does others, if they are correctly named then assuming that you are using v17.6 it is probably to do with the layout of your music files and folders.
Kodi in v17 (and below) attempts to identify a folder for an album artist by looking at the common location of the music files of the songs by that artist. It does not use folder name. However this approach can get confused if you have
- collaboration albums - albums by more than one album artist e.g. composer, conductor, orchestra
- Music by the same artist on separate music sources
- Only one multi-disc album by that artist, and it has songs in subfolders CD1, CD2
Also the automatic art only works for album artists, so if you have artists that are only featured on songs either as a guest on an album by another artist or on a various artist compilation, i.e. are only songs artists, then art is not fetched in that way.
If that does not explain what you are experiencing then give some specific examples and PM me with a link to your MyMusicXX.db file.
