Okay, I can see from the first image that you do indeed have TN and TNa categories that you use in your Theatre View view definitions. That is the most useful image, but I'm afraid it, and all the others, are too cropped down and just don't show enough to be helpful.
As you have obviously customised that view quite a bit, it would be too much work for me to understand what you have done and what the problem may be based on screen dumps.
What I suggest that you do is create a new small temporary library, don't allow it to import anything, and take a look at the standard Theatre View definition for TV Shows. That may help you find out what is wrong. In fact you could manually import just one TV show folder, perhaps the Genius show, and see if the Series and Season Cover Art works correctly in that temporary library. If it does work, then you know you have broken something in your main library. If it doesn't work, then you have something wrong with the way you are naming or the location you are saving Cover Art images.
I believe that it would be a problem with your Theatre View definition structure, rather than the Rules for Display, as the Rule are just filters on the files to be selected, while the view structure defines what MC knows about the files that are selected. Specifically, if your View structure prevents MC from knowing the Series name and Season numbers, MC won't find the correct associated Cover Art image.
Have a think about that, compare the standard view to your view, and see if you can find a difference that may be causing this problem.