How can I make the vertical thumbnails not to cover the slides?

To make position the widgets and keep the slider’s responsivity, while those widgets would be always in their correct positions, you have to use widget variables. To put the vertical thumbnails exactly next to the slider, you should use the Edit SliderMargin – left, or right option based on which side you want to have your thumbnails.

margin

Then use that marginleft or marginright widget variable in the Edit Slider → Widgets – Thumbnails, to position your thumbnail -marginleft distance from the left, or -marginright distance from the right, and give that marginleft or marginright value to the Gallery size – Width.

values