I haven’t used Lumin all that much, mostly to test BubbleUPnP and Minimserver. If you tap on the song title there will be little icons that mean "Play now," "Play next" and "Play last". They’re lines with a play arrow on top or in between. You can tell Lumin what songs to play next. That’s the only way I’ve ever been able to get it to play songs in sequence. You can also tap the play button for the entire album and it should play all. Hope that helps. It's a not a very good app. ;-)
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