Images added into the sermons module DO NOT display in the iTunes sermon podcast feed. You may add a single podcast graphic for the iTunes feed under: Admin > Settings > Podcast Graphic (non-responsive designs) or Sermons > Settings (responsive designs). Apple currently recommends that the podcast graphic should be 1400 x 1400 pixels square.
Both the sermon header image and the sermon series image DO NOT display within the podcast. Those images only display on the main sermon page and the sermon detail pages in the website.