Been playing with this over the weekend and have seen two issues.
1. After uploading photos to a second album of a gallery page and you are adding captions you need to select the album from the Album dropbox each time. If you do not then that image will be added to the selected album. It appears to always be the 1st album added.
2. When adding a Cover Image to an album and you are selecting one from the file store, the folder for the gallery page has the name of the page as it was first saved. Also the name of the first album folder retains the Default Album name. When I check the Files & Images section of the CMS I can see that all folder names are the same as the page names and album names.
Hope that all makes sense.
David