for me on this...
If I knew how to code like this (and also had the time to do it) I'd make a code that would grab the thumbnail image as an option and then upon clicking, opened the resulting video in a lightbox... Why has no one made something like this yet?
maybe something like
[videosite:t 123XXX] where "videosite" would be the usual name of the video host, then the ":t" argument indicates that this will be a thumbnail instead of the usual video embed. upon clicking, it'll open the link in a separate window, but if you have one of the many lightbox plugins, it can open up in a lightbox by just doing