If you ever run into the following behavior :
Create the Mysite under a managed path , say http://myserver:90/sites/Mysites
Define the above address as a mysitehost.
When uploading the pictures , the thumbnail is displayed as an red X
Going to the properties of the thumbnail, you notice the URL is malformed :
Until the behavior is changed, all you need to do is to go to the MysiteHost configuration page and add a trailing slash to the URL:
http://myserver:90/sites/Mysites should become http://myserver:90/sites/Mysites/
Depending on the configuration, a reimport of the profile pictures might be needed (plus powershell cmdlet to create the thumbnails where needed).
Update-SPProfilePhotostore –CreateThumbnailsForImportedPhotos 1 -MySiteHostlocation http://myserver:90/sites/Mysites/