It's not my Library that I want to rid of these files.... it's my HD!!
My apologies, I misunderstood. Mainly because
MC has nothing to do with most or all of those files, so I thought you must have been seeing them inside MC, and hence they must have been imported. Although of course they can be seen under "Drives & Devices > Explorer" if you don't tick the "Show Only Files In Library" checkbox. My bad.
The only command that will save a Cover Art image file in the directory with your music files is the right-click "Cover Art > Save Cover Art To External Location Specified In Options". In that case, it will save Cover Art images as files according to your Cover Art settings in MC, which means they could be saved as "Folder.jpg" or "[Artist] - [Album].jpg" next to your audio files. But I doubt you have run that command, and your current and previous Cover Art settings were "Cover Art > Audio Mode > In the specified folder", which is your "C:\Users\susie\...\Cover Art" folder,
so MC would never have created the files you are concerned about next to your audio files.
The "Folder.jpg" and "AlbumArtSmall.jpg" next to your audio files have been created by Windows Media Player (WMP). If you have run that at any time, or the associated Media Server Windows provides, then that is how the files were created. The files are marked as System Files and are Hidden, so they probably appeared "suddenly" when you ticked the "Hidden Items" checkbox in the "Windows Explorer > View" menu. That of course changed the file count at the same time, as Hidden files aren't included in the file count unless that checkbox is ticked. The files have been there a long time. MC didn't do it.
Here is some light reading for you:
https://hydrogenaud.io/index.php?topic=67704.0Or just Google "AlbumArtSmall.jpg" and you will find lots of discussion about the issue.
The MC "Drives & Devices > Explorer" will show Hidden and System files, even when they aren't shown in Windows Explorer.
I'm not sure where the extra files with the long names came from, but it isn't from MC. They could come from WMP, or some other media software. Possibly something from the Mac. iTunes? I don't know. It doesn't matter, if you only use MC for Media Management and playback.
EDIT: They are also from WMP.
Yes, you can manually delete these files using Windows Explorer. But they may get recreated again if WMP is run. I have them next to my audio files on my Workstation, because I have run WMP on this PC. Don't run WMP.
The two error messages you are getting, "Are You Sure You Want to Copy This File Without its Properties?" and "The file [filename] has properties that can't be copied to the new location." are probably related to copying System or Hidden files from an NTFS formatted drive to an ExFAT drive, or from your Windows drive to a Mac drive. If you don't delete these files, just copy them and say Yes to the message, and tick the box to apply that decision to all files, if the tickbox is available. Or if you just Hide the files again the copy process won't find them, and so no messages.
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As a completely separate issue, because the above has nothing to do with Auto Import (sorry again for the misdirection):
Your image of the Auto Import settings doesn't show the important information. You need to select the "Music" folder and then click on the "Edit" button. Then you will see what file types MC will import for the selected folder. See the attached image.
Note that if you select only Audio files, MC will select one file type under Video as well, MP4, because they can also be Audio files. So that is okay.