I see the problem in your own gallery but I have been unable to replicate it in a test gallery of my own using, reproducing your gallery as closely as possible (using the same configuration options that your gallery uses and using image captions with links).
The main difference between your own setup and mine is the web server the galleries are hosted on.
This problem may be related to server-side caching.
If caching is disabled on your web server, then Juicebox will have to download the images every time it needs them (as it will not be able to request them from a cache) and this may be causing the problem.
If you have an Apache web server and have a .htaccess file with an entry such as the following (to disable caching), then please try removing it to see if it helps.
Header set Cache-Control "max-age=0, private, no-cache, no-store, must-revalidate"Otherwise, please check with your web host to see if caching is enabled on your hosting account (and if not, ask if they could enable it).
Be sure to clear your browser's cache after making any changes and before reloading your gallery's web page.
Hopefully this will help.