You can turn off the standard chapter titles via the “Formatting” pane, for a start (the “Level Settings…” add the “Chapter [number]” too). Then, you would need to insert your JPG chapter titles at the start of each chapter manually. I recommend placing them inside the folder text - select a chapter folder and switch to text mode by turning off the corkboard, scrivenings or outliner (e.g. if the corkboard is selected, click on the corkboard button to deselect it). Then drop your image file inside the text of the folder and centre it. You’ll also need to set the “Formatting” pane of Compile to include the text of folders, so that the images get included.
Is the table of contents in the Kindle Previewer looking fine? (Not the linked table of contents in the book itself, but the one you access by clicking the button in the Previewer toolbar.) If that’s working okay, then everything should be fine - although I’m not sure why it would generate that warning for this particular file.