After writing the post and selecting it´s thumbnail in the "Post Thumbnail" section, it will disappear after selecting "Save Draft" for the first time or "Publish".
However, if you have already saved as draft an then set the post's thumbnail or if you are editing an already published post, it will appear and be saved correctly.
After some testings, I presume that while the permalink for the post is not created (or while the post´s direction in WP's DB is not created) the Post Thumbnail won´t be saved.
My question is why that happens ? Isn´t any way to work that around?
Another question is:
When uploading file from computer the option "Use as thumbnail" is not available instantly, the only option available is "Insert into post" . To use that image you've just uploaded as thumbnail, you have to go to Media Gallery, select "show" and then select "use as thumbnail".
Wouldn't be easier to have that option just after uploading it ?
Another time I ask : Isn´t any way to work that around?