SQL Query to find images (and other attachments) that aren't being used as featured images.

non_featured_images_query.sql

SELECT p.ID
FROM wp_posts p
  LEFT JOIN wp_postmeta pm ON p.ID = pm.post_id
    AND pm.meta_key = '_thumbnail_id'
WHERE p.post_type = 'attachment'
  AND post_status = 'publish'
  AND pm.meta_id IS NULL;