I was able to reproduce it:
- Open vanilla 4.8 third person template
- Create 3 BP actors based on static mesh actor, name them A, B and C.
- Set mesh as something, for example Cube mesh
- In B add child actor component and set its class to C, move it on top of B
- In A add child actor component and set its class to B, move it on the side of A
- Compile, save all, add A to your level.
- Now look at some other BP thumbnail, like ThirdPersonCharacter. It should have cubes on it.