I don't like @elextr proposal. I want project files to be suitable for shipping it with the project itself. Carrying all user preferences (GUI-related or not) is not appropriate.
Apparently no longer an issue since the session_split branch has been merged without addressing it.
Guess @kugel- was persuaded enough not to worry.
Well the session split for projects is not implemented yet. My worries was about where to store <project><session>.conf.
@xiota idea is nice, but the I'm not sure if XDG_CACHCE_DIR is appropriate. Normally it contains files that can be regenerated by programs without user interaction, like your thumbnail example. @admorris wanted to work on it but he disappeared unfortunately.