In that case, maybe add a setting? For users without data limitations, and especially with the relatively rare occurrence of catbox links, a couple megabytes here and there isn't a big deal. Otherwise, as others have said, a generic play button is perfectly acceptable too.
Just use a generic thumbnail with a play button.
Since it should be one that immediately and intuitively tells the user "this video is hosted on catbox.moe", I suggest this: