GUYS!!! Gotta have the ability to set a thumnail or cover of a clip on export … unless it's there and hidden already.
In PrPro, put the Timeline playhead over the frame you want to use as a thumbnail before you Export As MOGRT. The MOGRT will then be exported using that frame as its thumbnail. This is true whether you choose to Include Video Thumbnail or not.
Jim Simon commented
This is chosen by the software player, not set in the video file itself.