Are you by chance connecting to a CMIS compliant DAM using the CMIS Connector Adobe Drive provides? If so, the CMIS Connector does not currently support thumbnails and preview icons in Adobe Bridge nor thumbnails in the Show Versions dialog.
I'don't know if you have resolved this issue since last year, but for your information With Adobe's Dam (eg AEM DAM) the issue remains...
Just as an improvement to your problem, with the AEM DAM we get the Thumbnail of the Indd File (but only for the first one I guess)
but the main issue eg the listing of referenced files is still missing.
The issue happen also, with referenced files in AI and Photoshop files.
In the last version of PhotoshopCC it's allowed to "place" external files in PS layers and keeping that link "dynamic".