Arch has a weird default for Nemo where the upper file size limit for generating thumbnails is a tiny 1MB, and thus excludes most video files.
In Nemo preferences, click on the Display section, and in the pull down menu next to “Only for files smaller than:” select “32 GB” (this is the default in Linux Mint 21).
This assumes that your system’s thumbnail libraries are installed and set up correctly, so try the above and post again if this hasn’t fixed it.