Thanks for your answers.
Restarting and rebooting is of course is what I tried in the first place, although to no avail.avail. My operating system is Win7 home premium with latest updates.
SC version is 4.29.0 which should be the newest.
There are currently about 50 screenshots in the folder, five of them with objects.
As mentioned before that very same problem occurred in my previous project. After switching to that project the thumbnails showed the objects as usual. But the new project does not. I even tried to switch back and forth but with the same results.
I guess Mouser's idea to blame the OS could be the key.
Just tried another computer, Win10 this time with the same version of SC. Here everything works just fine.
I will probably re-install SC to see what happens then.
Anyway, here is an example: