Recently I used this plugin and Auto Post Thumbnail, but both didn't do what I wanted them to do.
So investigating their code, they were only searching the content pre-shortcode execution. So if anyone is using a shortcode to post images or videos, then this plugin wasn't working so well.
So for Auto Featured Image in file auto-featured-image.php, if you insert
$html = do_shortcode($html); in the static function found_image_url($html) after
$matches = array(); then it will execute shortcodes before assigning the post thumbnail. This is important for those who use shortcodes to display images (or even videos in Auto Featured Image Plugin).