Displaying warning if no featured image has been set – Post Editor

you can hook yourself into save_post and check there if the image is present. if it is not there fire an admin_notice.

more here https://wordpress.stackexchange.com/a/15355/32776

http://codex.wordpress.org/Plugin_API/Action_Reference/save_post

Edit:
I dont have the time to provide working code but here is a copy paste from the links above.
i think that you have to figure what the field name is. maybe “thums” works.

as a start go to your functions.php

<?php
add_action( 'save_post', 'check_if_image_set' );

function check_if_image_set( $post_id ) {

    //verify post is not a revision
    if ( !wp_is_post_revision( $post_id ) ) {

        //http://codex.wordpress.org/Function_Reference/get_post_meta
        if ( get_post_meta($post_id, 'thumb', true) )

    }else{
           add_action('admin_notices', 'my_admin_notice');
        }

}

function my_admin_notice(){
    //print the message
    echo '<div id="message">
       <p>No Picture Set!!!</p>
    </div>';
    //make sure to remove notice after its displayed so its only displayed when needed.
    remove_action('admin_notices', 'my_admin_notice');
}
?>

Best Regards,
Simon