Hi,
1. I’m afraid displaying images from PDF, docx and other non-image documents in the preview is not possible. The reason being is not really a plugin limitation, but simply in PHP it is no supported. There are server side PHP modules, which may be able to generate an image from a PDF file, but even that is very hard to setup.
For image files if this option is enabled the featured image will be displayed.
2. Do you mean indexing the video titles and returning the relevant page where it is embedded? I’m afraid that is not possible either. Even if we coded the plugin to “crawl” the youtube video page to get the details, your server IP would get banned in a couple of minutes for botting activity.