I can not replicate your issue... thumbnails in preview pane are updating here on a clean Windows 10 Insider build 10532...
If you have a codec pack installed, remove it and reinstall.
If not, install
Shark007's Codecs. I use them on every machine I have. These codecs will make "every" video file play in WMP and the program has a reset option for the thumbnails.
Please read
this if you have problems and to know how to reset the thumbnail cache.
Watch out while installing so you don't get unwanted extra's !

Please always run this program as administrator.
OTT