I’ve made some more research and it appeared that to draw proper image you need to associate your file extension with proper dll (which will draw thumbnail) via registry. This is described well in IThumbnailProvider Re-Visited. Showing Thumbnail has nothing to do with OPC standard.
I made it work only if I put xps as file extension. If I put my own ext – it shows associated app’s icon. If I put ext, which is not associated with an app – white file icon.
Thank you, Eric, for your answer. I will try your idea with DOCX and Productivity Tool.