Covers shouldn’t matter, because browsing will take only the metadata necessary, from the central db, and not from each file.
20k songs are no problem at all for my Roku. Are you using a nightly (with rsp) or 0.2.4?
The “correct order” flag is in the web interface if you switch the config page to advanced view imho 🙂
Config category “Databases”, last (sixth) line “Ordered Playlists”.