Thank you. I guess that answers it; preview images just can’t be external.
I got it working with external flv files. However there remains something very strange: when I set an INTERNAL preview image, the external flv DOES play. But when I set an EXTERNAL preview image, the external flv does NOT play.
This is the page in question: http://valeriestroh.com/fr/extraits/
The flv URL is external and identical in both players, but the preview image is internal in the first case and external in the second. And lo, the second does not play… weird.