On the right side of your playlist's workshop page I believe there's an option that allows you to add/edit images and videos to the showcase. So if you take a couple screenshots of levels from your playlist, you could upload their files through there and they would appear along with the default level set image. That should work anyway, I should try it myself now that I think about it. XD Hope that helps though!

Thanks for the reply.
I already discovered this option. Unfortunately it just allows me to add images - not to change the thumbnail.

Hey,
I've already been looking for an answer. I still don't know how to upload a different thumbnail, but at least I've found the place where they are saved in case you didn't know already.
C:\Program Files (x86)\Steam\userdata\94184540\238460\remote
That's where the "preview" pictures are. Unfortunately, when editing and uploading them afterwards, the picture is reloaded and becomes this ugly "preview" of all levels side-by-side again.

From what I can see, there is no built in way to upload a thumbnail. I have found a way around it though...
https://www.youtube.com/watch?v=qxx1JMErbhA

Thank you for sharing this knowledge with us. :3
Now I can finally use the thumbnail I've created. Thanks.

https://steamhost.cn/steamcommunity_com/sharedfiles/filedetails/?id=275400803&searchtext=classy+combat