Filter the featured image and include an overlay if the post is protected. Exclude specific categories.

protected_post_custom_post_thumbnail_html_mod.php

<?php
/**
 * Filter the featured image and include an overlay if the post is protected.
 * Use this with the recipe here: https://gist.github.com/kimcoleman/299bb458310e00d7282c090110c6b4f0
 *
 * You can add this recipe to your site by creating a custom plugin
 * or using the Code Snippets plugin available for free in the WordPress repository.
 *
 */
/**
 * Filter the featured image and include an overlay if the post is protected.
 * 
 */
function protected_post_custom_post_thumbnail_html( $html, $post_id, $post_thumbnail_id, $size, $attr ) {
	global $pmpro_pages;

	// Return early if the function we are checking doesn't exist.
	if ( ! function_exists( 'pmpro_has_membership_access' ) ) {
		return $html;
	}

	// If the user doesn't have access, add the overlay.
	if ( function_exists( 'pmpro_has_membership_access' ) ) {
		if ( pmpro_has_membership_access() ) {
			return $html;
		} else {
			
			// Decide which category or categories the blur featured image overlay should NOT be applied to.
			$cats_to_show = array( 2, 3 );
			
			// Pluck the term IDs out of the post categories.
			$cats = wp_list_pluck( get_the_category( $post_id ), 'term_id');
			
			// Stop if post is categorized in cats_to_show.
			if ( array_intersect( $cats_to_show, $cats ) ) {
				return $html;
			}
			
			// If you're on a single post, the overlay includes a button.
			// Update this line to change the link or set to another URL.
			if ( ! empty( $pmpro_pages['levels'] ) ) {
				$levels_page_link = get_permalink( $pmpro_pages['levels'] );
			}

			// Build the custom overlay.
			$new_html = '<div class="pmpro_protected_post_featured_image">';
			$new_html .= $html;
			$new_html .= '<div class="pmpro_protected_post_blur_mask">';
			$new_html .= '<p><i class="dashicons dashicons-lock"></i><br />Unlock this post by becoming a member.</p>';
			if ( is_single() && ! empty( $levels_page_link ) ) {
				$new_html .= '<p><a class="pmpro_protected_post_button" href="' . esc_url( $levels_page_link ) . '">Join Now</a></p>';
			}
			$new_html .= '</div> <!-- end pmpro_protected_post_blur_mask -->';
			$new_html .= '</div> <!-- end pmpro_protected_post_featured_image -->';
			$html = $new_html;
		}
	}
	return $html;
}
add_filter( 'post_thumbnail_html', 'protected_post_custom_post_thumbnail_html', 10, 5 );