I don’t really follow what problem you are having. When you are at the now playing screen you need to use the back button to get out. Once you are at the list of songs for the album though, then if you have navigated from the artists menu, pressing the left button gets you to the other albums by the artist.
There might be some bugs in the firmware though. Did you try downloading the firmware and manually installing it? sometimes the firmware in the player can become corrupted.
Sandisk’s firmware is a bit of mess when compared to Rockbox. Unfortunately Rockbox isn’t available for the Clip Sport or Clip Jam.
