Yes there is another folder for Thumbnails.
however this will be flushed once the database is updated. When you delete the file externally there is still a "reference" for that Media Item in the database. When you try to load that media id number (the number that was assigned to it) it will give you an error that this is now missing and that you can free up the ID. Free up the ID and that should fix your issue.
les
#Carbonite