Using the only two sources of info we have, Thri-Kreen of Athas and that original fapfic, I can tell you that this picture is anatomically inaccurate.
2e thri-kreen had abdomens and they were fucking huge. 11 feet long all told. Their genitals were at the very tip of the abdomen and they copulated like insects. Presumably.
The fapfic, which is more interesting, places the female's epigyne (yes that's a real word and it's the best word applicable here) "between the thighs," which is pretty vague. It indicates that external friction is the best way to stimulate a female because they lay the eggs first and then stimulate the male into fertilizing them.
Either way it won't look just like vanilla sex.
Also kreen don't have eyelids. Their eyes are, depending on interpretation, either compound or parallel-evolved binocular lensed eyes that have hard, translucent outer shells and an interior eyeball with multiple eyespots on it that can be oriented independently like a chameleon's.
So... yeah. I'm a fucking weirdo.