Hello, Rob!
The plugin removes only thumbnails that are tracked by WordPress.
If your website has been around for a long time, chances are that at some point, you used a theme that generated thumbnails on the fly with third-party scripts like TimThumb or Aqua Resizer. WordPress was never aware of those thumbnails. They are orphaned files on your server.
This was a big problem 7-10 years ago, and it plagued many themes, especially those available from ThemeForest. Thankfully, modern themes rely on native WordPress functions to generate thumbnails.
I am not aware of any plugin or script that can help you remove those orphan thumbnails, but you could solve this issue by deleting and regenerating all existing thumbnails. By recreating everything from scratch, you don’t have to check which files are tracked by WordPress and which are not.
1. Make a full backup of your website
2. Identify and delete all thumbnails either manually via FTP or with the help of a script. If successful, only the original files should remain on your server.
3. Regenerate all thumbnails either by using the Regenerate Thumbnails plugin or through WP-CLI.
If you use the Regenerate Thumbnails plugin, make sure the option to delete thumbnails for old unregistered sizes is enabled, and make sure you do not skip regenerating existing thumbnails.
If you have a lot of files in your media library, it’s better to use WP-CLI. The command you need is wp media regenerate --yes.
PS: In case you are not aware of this, you should regenerate thumbnails every time you change your theme or when you make changes to image sizes under Settings > Media.
I checked the website listed in your profile and I see that you are using Avada. This theme used to rely on TimThumb to generate thumbnails and switched to native WordPress function 7-8 years ago. If your website is older than that, all images used as Featured Images that were uploaded before the transition have orphan thumbnails.