As a workaround if you control both the WebDav server and client then you can:
- Create a Thumbs.db file and download it. Personally I like this idea because it's clear, well known and already used in Samba
- Add an additional tag (with own namespace) into response with thumbnail or a separate call
REPORT
as proposed here https://lists.w3.org/Archives/Public/w3c-dist-auth/2009AprJun/0012.html
Nextcloud/OwnCloud discussed creation of a separate Preview API but this looks like totally not related to WebDAVhttps://help.nextcloud.com/t/retrieving-preview-thumbnail-wtih-webdav/95243/7