This plugin does an amazing job of pulling the thumbnails of videos and setting them as featured images. There are some that don't get found or set, but with its high success rate, I attribute that to an anomaly of the video rather than the plugin.
To be honest, I am not currently using this plugin (I used it regularly for months, but then changed the format of my site). But because of a previous support issue I posted, I came back to try it out again. It set the vast majority of thumbnails as featured images for the more than 250 videos on my site; and they displayed without issue on the blog page.
Because I have a different setup now, I needed to remove them, and the remove feature very quickly removed all of the thumbnails from the posts, as well as the media library.
I highly recommend this plugin. Thank you, Sutherland, for maintaining and supporting this fine plugin.