@revived Thanks for your reply.
As per Google’s documentation here, the error of ‘No thumbnail URL provided’ means the following:
No thumbnail image was specified for this video, and Google was unable to generate one for you. Provide a link to a thumbnail for your video using structured data, a sitemap, or an mRSS file.
If you provided a thumbnail URL using structured data and got this error, check that you are not defining a different thumbnail URL for the same video in an HTML tag. You should provide the same title, thumbnail URL, and video URL in all sources (sitemap, HTML tags, meta tags, and structured data) that describe the same video on the same page.
You can resolve this error by providing a high-quality thumbnail. You can view the ways to do this here.
We also provide a premium add-on plugin that allows for you to configure the video thumbnail among other features. You can read more about the Video SEO plugin here: https://yoast.com/wordpress/plugins/video-seo/