Open Dolphin
In dolphin, enable previews then go to
Settings, Configure Dolphin.
General, Previews
Put a check in Video File
The Thumbnails created by Dolphin will be shown in Thunar too! Works for GoPro Mp4 files.
for manual fiddling: see the config files in /usr/share/thumbnailers – I think those are only used by thunar not dolphin.