"The thumbnails in the caption page will be displayed only if the file is really ending with the extension jpg.
I haven't been able to reproduce this, .png and .jpg files both show the thumbnail on the caption editing page for me."
OK. Probably it is caused by the uppercase. To accept uppercase and lowercase in the file extension, add in lib.php in line 345 "i":
Zele 345: if ( preg_match("/\.jpe?g$/i", $file_record->filename) || preg_match("/\.gif$/i", $file_record->filename) || preg_match("/\.png$/i", $file_record->filename))