I'm not arguing with you, I just want to know how to delete this file
Unfortunately, if it's coming back at a reboot (and it probably would appear on its own again a little later even without a reboot), you cannot delete it.
What you are doing is issuing a system command to delete it. Since it is on the system side (that you as a user do not have write/delete access to) the OS is deleting the thumbnail of the video that is on read/write storage and then the command to delete the actual video fails (you don't have access to do that). So the video indexer loops around at the next reboot or periodic index refresh, and, hey presto, finds a "new" video and puts the thumbnail back.
If you rooted the phone, you would have write access to the system folders and be able to delete that file, and the system partition (which you cannot use for much of anything) would have more free space you couldn't use. It's really not a path I would recommend going down to delete an annoyance, but it's the only way you're going to make that video go away and stay away.