Why is there no thumbnail on YouTube?
Reasons like bugs, connection issues, browser problems, cookies, and cache, etc., contribute to Youtube thumbnails not showing issues.
Why are some YouTube thumbnails GREY?
Those images appear to be WebP images if you check this in the Network Monitor, so it is possible that you block WebP images if you see the gray placeholder/background. You can check this pref on the about:config page and make sure it is true. You can open the about:config page via the location/address bar.