I’m not quite sure about the problem that you get in there. Can you please guide me how i can replicate your issue on our side? so i can easily to help you out.
Also, i just try to install Featured Image From URL plugin and it just works fine on my side. Here’s the screenshot: https://www.dropbox.com/s/0k4fwlfkjml3r3o/Screenshot%202017-11-10%2009.40.19.png?dl=0
Featured Image From URL