You would not be displaying all 2000 directory listing on a single page of the directory. The page probably would not even load. Not a Connections limitation or bug. You would not be able to display 200 WordPress posts on a single page either.
The pagination default of cMap is 20, which is recommended as a max to keep page load times with as little impact as possible. You could possible bump this up to 50 or a 100 without impact but that is very highly dependant on your web host and the amount of memory CPU power you have purchased.
With that said, you would never be displayed all 2000 YouTube links and respective thumbnails so page load time would not be a concern. Likely your site loading would be the bottleneck, not Google serving its thumbnails.
Not sure I answered your question, but I hope I have.