Terminology: Thumbnails are stored in a Thumbnails database, not in folders. Thumbnails are manged entirely by MC. You have no control over them. Cover Art is stored as files in folders. You are looking for Cover Art.
Only Series Cover Art should be stored in the Series folder, not Episode Cover Art. If you have Episode Cover Art in your Series folder, you have done something wrong. When I say Series folder, I mean the \Series\ folder under the directory you have defined for Cover Art in "Options > File Location > Cover Art > Folder".
Cover Art for
all Video (i.e. TV Episodes) is stored next to the video file, and not in the folder defined in "Options > File Location > Cover Art > Folder", even if the setting "Options > File Location > Cover Art > Audio mode" is set to "In a specified folder", because, well that is for Audio only. So Episode Cover Art will be next to the Episode Video file.
MC puts Series Cover Art into the Series folder when you run "Get Movie & TV Info", or "Cover Art > Get from internet".
If you have a Series that does not have Series Cover Art, go to
https://thetvdb.com/, search for the Series, and check if Series Cover Art is available. If it is, MC should find it. Select any file from the Series then run "Get from internet" and update the Cover Art.
Series Cover Art files will be named: [Series].jpg.
Season Cover Art files will be named: [Series] - Season [Season].jpg.
Episode Cover Art files will be named: filename(,0).jpg i.e. [Filename (name)] without the file type suffix.
Cover Art files can also be *.png or other format files.
Use MC's automatic Cover Art collection and management features. Don't try moving Cover Art files around manually, unless you have hit a real issue, and know what you are doing. That is, stop using finder to resolve these problems.
Your previous post:
https://yabb.jriver.com/interact/index.php/topic,119269.msg829875.html#msg829875Read this Wiki article very carefully:
https://wiki.jriver.com/index.php/Cover_Art