Should this work if I create new playlist for each album within an existing playlist?

Dunno, give it a shot and let us know?

I added a few playlists for albums, but they didn't play in the right order, so I deleted them.

This doesn't make sense to me. They should have played in the right order as long as:

1) They weren't tagged as "always randomize" or "play X tracks at random".

2) Shuffle was off.

3) You selected and played that exact playlist.

Are you sure those conditions were met?
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Tony Fabris