In reply to:
Is there a way to have a playlist with all my albums in it, that randomly shuffles the children (the album playlists) but plays the whole of the album playlist in order?
Kinda the opposite of the "always randomise contents" option.
Unless I misunderstand what you're asking for, that's exactly what "always randomise contents" does. I have an "albums" playlist set up like this and I use it all the time. Set "always randomise contents" on the "albums" playlist and not on any of the albums themselves, and you'll get whole albums at random, but the tracks in each album are played in the programmed order. Alternatively, set "choose [1] child at random" and each time you select that playlist you'll get to hear one album (again, in the correct order, unless you turn shuffle on).
I also add a 10-second blank track to the end of each album (it's my most-referenced track!) that helps avoid incompatible albums running into each other.