Removing URL and adding container around image in the featured image metabox

I am not sure why you want to do this, but you can accomplish it with preg_replace().

Try adding this to your theme’s functions.php:

add_filter( 'admin_post_thumbnail_html', 'remove_featured_image_link' );
function remove_featured_image_link($content) {

    $content_edit = preg_replace('/<a .*?class="(.*?thickbox.*?)">(.*?)<\/a>/','<div>$2</div>',$content);

    return $content_edit;

}