I also have a seranata, and as a mac user have tried to transfer cover art, but finally defeated.
Having spoken with B & O Denmark, understand that as the phone is discontinued the existing plug in will not be further developed to incorporate cover art. Have to go with a PC.
The problem you have with the empty music folder will be solved by a reset of the music part of the phone. A series of numbers that your dealer should be able to supply over the telephone (cannot recall them - sorry). Problem created by not ejecting your phone properly when installing music.
P