Thumbnails wil be rebuilt by any app that wants to.
Open your file manager.
Set it to show hidden files.
Find .thumbnails (the ' . ' is very important).
Now, create your own file, not folder, called .thumbnails.
The reason this works is that Android only allows one file/folder to have any given name in a given position.
So, if it is a folder there, then whatever app is building a folder.
If you eliminate that, and make a file called .thumbnails, then the folder called .thumbnails cannot be created.
likewise visa versa.
If you only eliminate .thumbnails, a new one will be created, whereas if you create a folder called .thumbnails it will simply be updated with new info.
It is imperitive that you create a replacement file/folder of the opposite type and use the exact same name.
One more thing- this will be an empty file/folder, and many 'cleaner' apps will delete such things, and so the problem will resurface again.
Most cleaner apps will have a whitelist or some other way to prevent this.