It looks like you have 4 images returning
404 Not Found error code.
This could be the reason why there are gray boxes and why images are not loading. Now...
I've noticed that you have some filenames that have bad characters. Eg.
'The Relentless Dance' 002 cropped £395.jpg, where you're using
' in filename. Here is the list of the problematic files:
'The Relentless Dance' 002 cropped £395.jpg
Haven't I seen you somewhere before RGB 600px £495.jpg
Notice how you're using
' in each of them. Make sure to change the filename and re-upload to Lightbox. This will fix your case on exported site
Let us know if that helps!