On my Windows 10 in File explorer, Thumbnail view, many video file types like flv mp4 wmv mpeg was missing thumnails. What helped to fix missing Windows thumbanils on video files was to use k lite codec tool:

From start menu choose All Programs.
Click K-lite Codec Pack folder. and then Codec Tweak Tools (or start typing "codec" while start menu is open)
Open All options/Thumbnail Settings. (or Miscellaneous / Thumbnails)
Select the file types for which you would like to display thumbnails or click Select Windows default.
Click Apply & Close.

Another solution may be software: http://www.babelsoft.net/products/mediapreview.htm

To prevent Windows to clear thumbnails cache
so the thumbanils not slowly downloading on every load, try
Right click C:\Users\accountname\Appdata\Local\Microsoft\Windo ws\Explorer and in Properties/Security/Advanced click to "Add" new entry with Object name: SYSTEM
Click permission entry properties, advanced
Select type as "Deny", Applies to Folders and Subfolders and permission tick only Delete & Delete folders, subfolders. OK