Is there any way to make some image returning if user accesses /images/avatars/thumbnails/ID.png and it doesn't exist? (for users without avatars)

There are a few ways to do this. The simplest that comes to mind is a route like:

// in config/routes.js
'/images/avatars/thumbnails/:thumb': 'AvatarController.show'

// controllers/AvatarController.js
var fs = require('fs');
show: function(req, res, next) {
  var path = sails.config.appPath+'/assets/images/avatars/thumbnails/'+req.param('thumb');
  fs.exists(path, function(exists) {
     if (exists) return next();
  }
  fs.createReadStream(sails.config.appPath+'/assets/images/defaultAvatar.png').pipe(res);
}

This sets a custom action to handle requests for avatar thumbnails. If the file is found, it falls back to the default action for static assets (sending it to the client). If the file doesn't exist, it streams your default avatar file to the client.