Yes, the creature can teleport to a visible place behind full cover
One thing to be clear about is that this monster ability is not a spell. If it was a spell it would say that the monster "casts [insert spell here]", but it doesn't. Therefore this is simply a magical monster ability.
This is important because the Clear Path to the Target rules only apply to spells. They are in the Casting a Spell section of the rules under the subheading Targets. There is no indication that this rule is meant to apply to non-spell abilities.
Since the monster rule is a completely-packaged monster ability it would state if there were any restrictions such as being able to not work under full cover. Since it does not say anything of the sort, it works according to the rules.
Many teleportation spells work the same way
And even if the rule did apply to monster abilities, there is no indication that it would break that rule. The ability seems to be modeled after the misty step spell (but to be clear is still not considered to be that spell) which only targets the caster of the spell and not the destination.1 It would seem that the monster ability works the same way, or at least that it is a very very reasonable ruling to make.
Either way, teleporting to a location under full cover that the monster can see is not an issue.
1 - In fact many teleportation spells are like this. So when you say "It is known that spells that grant a teleportation effect target a point that the caster can see." in your question that is actually not true.