Since updating to the latest version of Windows 10 I have been having endless problems with thumbnails. The scenario is that you build you thumbnails and tick along nicely for a few hours then suddenly when you go into a directory full of images the thumbnails have gone and you have to re-build them. This can happen several times a day and when you have thousands of PDF thumbnails like me it is a real problem.
Apparently there is a bug in the version of Windows 10 that periodically runs a purge of the the windows thumbnail cache - hence the thumbnail vanishing act.
Microsoft is aware of this and say they are working on a fix. In the meantime hacking around the web I came across this:-
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\VolumeCaches\Thumbnail Cache
Then, in the right pane double click on Autorun, then, change the Data value entry to 0 (zero), then click Ok.
If you want to then also change the Thumbnail checkbox from being checked by default to instead being unchecked by default in manual Disk Cleanup, then also change the StateFlags entry to 0 (zero) as well.
This will then ensure that the thumbnail cache is not cleared unintentionally if/when someone runs a manual Disk Cleanup.
_Then, when finished making the change(s), close the registry editor and do a restart (not a shutdown and start) of the PC.
It has completely cured the problem for me.
The usual caveat - of course - back up your registry before you try it.
PS: If you do not have a lot of PDF and EPS thumbnails, you may not realise you have the problem, as re- building new thumbnails for JPG images is so fast.