I have exactly the same problem still first RC release. Today, using RTM Ultimate French, the problem is still there. I have a lot of videos like ryana, and randomly the thumbnail cache is totally cleaned;
The only solution I found : backup of thumbnail cache files (users/{username}/local/appdata/microsoft/windows/explorer/*.*) with Acronis true image every day (with 5 day history). When the cache disapears, I restore my backup and thumbnails are back.
I believe Windows seven does a clean up automatically, maybe on a maxsize parameter base, I searched every forum talking about this since may 2009, nada !
Anybody has an idea ?