Not getting thumbnail previews

In the most general sense this happens when there is unknown data in the files like custom metadata. Without more specific info about the files and what they contain, how they were recorded and so on nobody can tell you more than that, I'm afraid. Even sometimes just transferring them with a different method than usual from the camera has this weird effect because then Windows may add a marker to the files that tags them as dangerous or non-indexable. You'd have to provide all that info. as a start, though, check the folder view options and reset them plus also check the permissions, creation date and all that.

Mylenium