Hi,
Your images need to be linked to their large version, not to their attachment page (hover a linked image and you will see the link in the status bar – it does not end with a .jpg, but it leads to a page; the lightbox can’t display that).
If using WordPress’ gallery shortcode, there’s a core bug in it, it won’t link to the files correctly. So make sure, in Classic Editor, that the shortcode looks like this:
[gallery id="xxx" link="file"]
The link=”file” part is important.
Regards,
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Cosmin
Support Assistant