I don't sketch or thumbnail digitally.
Sketches are for working out ideas like a possible cover.

Thumbnails are for working out composition and story.

I do do construction layers where I can tweak anatomy and make sure the character is in proper perspective. You can see here the ghosts of the original composition as I realized the legs weren't working out. They didn't look grumpy enough.
Also the windows didn't look imposing enough in practice so they were enlarged in the inking stage.

So I think they're all helpful in some way.
Especially the stuff I don't use since those make me realize that the composition was bad or the position is anatomically impossible, or maybe I just came up with something well beyond my skill level and/or patience to draw. Or, most importantly, shows me what isn't needed to convey a story in the language of comics