XML files with 10k images -> automatically include with php function as featured image ?

[keyglow]

Is your feature request related to a problem? Please describe.
I have several XML files with over 10k images. From Instagram to Twitter. Everything is there. However, I am missing a function with WP all import. Can I include something there maybe?
Maybe could generate shortcodes.
I can not go into each individual post and manually enter the links by hand.

Describe the solution you'd like
I import my XML files with WP All import plugin.
There is a possibility to download the images and insert them as featured image. There is a section below where you can add a php function. So that it automatically creates the images as a featured image. Without downloading them.

Describe alternatives you've considered
A clear and concise description of any alternative solutions or features you've considered.

Additional context
Add any other context or screenshots about the feature request here.