This plugin will remember where you last listened.
I use MusicBee for audiobooks only and haven't tested this with a huge library.
Copy bin/Release/mb_AudiobookPositionTracker.dll to your MusicBee Plugins folder.
The MusicBee Plugins folder is likely at C:\Program Files (x86)\MusicBee\Plugins.
The plugin will store a text file in the same location as the track being played.
e.g. C:\Music\Book.m4b will result in a text file at C:\Music\Book.m4b.position.txt
It writes the position every second while the track is playing.