Help with video sitemap and thmbnail_loc

[kenw232]

Google has found a video on my page and displays a thumbnail for it in the SERP listing.  This is fine.  Problem is I don't like the thumbnail, it was randomly chosen from the MP4 I guess. 

So I created a video sitemap and uploaded it in webmaster tools.  The thumbnail specified (video:thumbnail_loc) is not being used yet. 

Do the videos submitted via the sitemap have to indexed in order for this new thumbnail to kick in?  For example when I check my Sitemaps in webmaster tools google shows my video_sitemap.xml as processed with the correct 6 videos submitted, but it says 0 indexed.

I'm trying to figure out what the exact requirements are to keep my listing the way it is but simply change the thumbnail for the video(s).