What I can say is that DXV is not the only issue here. DNxHD also uses .mov and Quicktime and will not show thumbnails in Windows Explorer.
Back a few years ago, I remember having to install a PSD codec to show thumbnails for Photoshop PSD files. So it is possible to make a codec decode the file and show the thumbnails in Win Explorer.
So I did some digging and here is what I found. Typical .mov file built in codecs (h264, pjpg, etc) do show thumbnails on my Win 7 & 10 Explorer. Only DXV and DNxHD files seem to have an issue here, but the issue with Thumbnails is only with the Windows Explorer. I get thumbnails for DXV in Resolume's file browser. So I am not really sure Win Explorer thumbnails is needed, unless you drag and drop from Win Explorer into Resolume. In which case I say, why not just use the Resolume file browser? Aside from manually managing your video assets.
You can always look deeper on the DNxHD subject as that codec is a more widely used among other video software and is essentially in the same situation. Perhaps an in depth look at DNxHD will help produce a solution. But ultimately I am not sure it is possible for Win Explorer to use third party codecs though Quicktime, to decode a file and get a thumbnail. That is the main question we should be asking here.