But, in my case, these phantom thumbnails only appear when you select from the category filter, if you go directly to the folder, you will not see them. So, my take is, that the category remains even if the file has been deleted, so, probably the solution will need to be removing the categories from these thumbnails.
You can also delete those folders from the catalogue and rebuild thumbnails. This is long. And brings some collateral damage like recreating categories that were deleted, or moving them out of a category tree that was created after the initial category.
