I have to domains .com and .es. one will be redirected to the other once everything is ready but meanwhile I am testing I do changes in one and I leave the other with the older publish.
The problem is that those images store locally are stored on the domain that had uploaded the images and those thumb images are not accesible from the other domain because they are locally stored.
Access to the path 'D:\....\content\images\thumbs\0000086_cm_75.jpeg' is denied.
That sounds like a simple permissions issue rather than anything to do with the multiple domain setup. Possibly you just need to grant write access to the thumbs folder for the application pool identity. Do you see any warnings for the affected site on the Warnings page