这是个好问题.说明你很仔细和有观察力.
首先,这句话不是个介词+which的问题.正如你所说,thought of 是一个词组.不是和which搭档的那个of.这一点只要你把thought of 用 expressed 或 voiced 或 raised 取代就一目了然了.
至于你说的那种介词+which的问题,应该是类似下面的例子.
She came up with plenty of constructive opinions,many of which other interns had never thought of (或came up with,等等,等等).