Use Migrate Method for All Import Pro – Documentation: https://www.wpallimport.com/documentation/images/overview/

Instructional video: https://youtu.be/wAPGfWd13-w

When creating a new import, you can specify the settings for importing your images in Step 3. To add images to an existing import, go to Manage Imports -> Edit Import.

For each record in your file, WP All Import will create a post, import the images associated with that record to the post’s Media Gallery, and optionally set the Featured Image.

See Email from WP All Import re: featured Images: https://imgur.com/qkKqR9R

1. As for the featured image question, I wanted to let you know that the first image listed in the image URL export element should always be the featured image, even when customizing the export. There’s also the “Featured” image element, which should always contain the featured image by itself.