Vourii cant read instructions
no you put your crosshair into custom/anything/materials/vgui/replay/thumbnails not anything else
.. means one directory up, so without it in the path the game's looking for it in materials/vgui/crosshairs/replay/thumbnails/ instead of materials/vgui/replay/thumbnails/
put your .vtf and .vmt to custom/my_custom_stuff/materials/vgui/replay/thumbnails
cl_crosshair_file ../replay/thumbnails/ql_7