Thanks for figuring this out, John. I am thinking it might be easier for ordinary folks to add the code for the featured RSS via a plugin?? It's something I find confuses people in a syndicated class, because they added their image to Wordpress, but featured images exist outside of the RSS.

If you don't figure it out, I might ;-)

Oh never mind, it's been done!
https://wordpress.org/plugins/featured-image-in-rss-feed/

It wont help my current group of students because they are in WP.com[promise]