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Hi @trana, thanks for your patience with my reply! I have been recovering from illness over the holidays.
To my knowledge there isn't a featured image for threads in XenForo. It is possible to get a list of attachments on any thread so we could treat the first image as the "featured image" to make this possible.
I'll move this to the suggestions forum and see if there's interest. It's possible with fairly minimal development, the biggest thing is to save the attachment data from the routine API request and then modify the widget template.