Shorts are actually an interesting one that I'm looking into more.
When a shorts video is OUTSIDE of the shorts shelf, it's treated like any other video, so if you don't make a custom thumbnail, you basically have 3 frames to pick from to be thebest representation of the video, but I find most default thumbs that are just picked from the channel never really look any good, so on that element I'd always make a custom thumbnail.
However, when on the shorts shelf, so far you have no choice as to which "thumbnail" youtube selects, so you need to make sure every frame of your video is interesting in some level.
I have no doubt custom thumbnails for shorts will be implemented to cater for the shorts shelf, but currently you have no choice anyway, so your only option is to give it a good thumbnail for other areas of youtube.
I plan on experimenting more in the regard, and I believe Dee Nimmin will be looking more into this as well.