meta_key exclude thoes without thumbnail

That might actually work, but only if you set ‘order_by’ to ‘custom’, which will cause the posts to be sorted by thumbnail ID. If you want to sort by some other value, it would require a hack. I can tell you which lines need to be changed if you want to try it.

I haven’t tested this, but I think all you need to do is comment out lines 152 and 153. They look like this:

if ( $in_same_meta && $r['order_by'] != 'custom' && $r['order_by'] != 'numeric' )
    $in_same_meta_sql = $wpdb->prepare("AND m.meta_value = %s", get_post_meta($post->ID, $in_same_meta, TRUE) );

Then set your parameters like this (use ‘in_same_meta’ instead of ‘meta_key’):

'order_by' => 'post_title', // or whatever you want to sort by
'in_same_meta' => '_thumbnail_id'