Strange. Is your installation folder the standard location of C:\Program Files (x86)\Brother\PE-DESIGN 11 ? The registry entries I sent won't work correctly if the software is installed to a different location.
Could you try moving your files out of the OneDrive folder to C:\Users\maryruthpupa\Documents? Also check your OneDrive settings and ensure "Files on demand" is not checked. That puts your files in the cloud and only brings them local when you use them. I don't think thumbnails work when that feature is enabled.