You're not going to be able to overlay a caption on the generic graphic. If that matters, perhaps an entertaining project would be a script that did so (using an external graphics program) and saved the resulting image beside the file so would be detected as a cover. The Send To could be used to send whatever caption is desired to the script.
All captions are determined by one File caption setting in the configuration. That setting can be an expression as elaborate as you care to make it. In this case, your expression would set the caption to [Name] (or whatever) only if [Image File] were empty. The expression can create different captions for files meeting different criteria, but whatever it does will determine how a file's caption appears in all views. So while this may work fine for the thumbnail view you've illustrated, it would not for a list view attempting to display the same files.
