I think I found a bug when uploading flv files (haven't tried with other file types so far) and trying to assign custom thumbnails:
When uploading the file my_movie.flv the thumbnail thumb_my_movie.jpg is used - ok.
When uploading the file my_movie.FLV the thumbnail thumb_my_movie.jpg is not used. Instead the standard movie thumbnail is used.
But the file thumb_my_movie.flv.jpg will be used as thumbnail - wrong.
Needs looking into, but sounds familiar. As a workaround, avoid capitalization of extensions - they often lead to unexpected results, as capitalization does matter on Linux operating systems.