I would never suggest you do something without trying it first myself.

My data is only 72.00kb so it's not like the data is going to be all your pictures or anything. When you clear the data it should reinitialize the galley on the next open. That is the only effect I saw and it really didn't change anything but I am not having a problem with persistent thumbnails, soooo.
If that doesnt work there is a folder on your sdcard called,
Android/Data/com.coolirismedia/cache
Delete that cache folder and on the next gallery open it will rebuild the database. That will do it for sure. It that doesn't do it then the videos must still be present somewhere in your collection.
Just please update us here so this thread may help others in the future. Also while this did not delete any of my photos you can never be too safe. You should probably backup all your photos to your PC first if you haven't already. I do this once a week just to be safe.
BTW, Welcome to the forums. We hope you enjoy your stay.
GMB