After a bit of messing around I seem to have found the problem.
Saving by right clocking the artist thumbnail doesn't work because it only puts the image in the thumb folder not the main one. (Changing the field in settings to that folder didn't help because it then created a new thumb/thumb folder!).
Once I'd got that figured out I still had some test ones not working and some working. It seems it doesn't like certain pictures, sometimes a different image with the same name worked (and I've only used jpegs - nothing else).
Thirdly it REALLY doesn't like some symbols in the filename, & and ( in particular seem to screw it, although they're fine to search for with one's it finds online.