One a watermark has been added to an image, it becomes part of that image and cannot be removed.
If you wanted to 'remove' a watermark from an image, you would need to remove the watermarked image from your gallery and re-add your original image without adding a watermark.

I am unable to replicate this issue. Can you run me through a series of steps that will reproduce this bug so that I can try to see it for myself? Thank you.

No.

No. When adding a watermark, all images will be watermarked.

WP-Juicebox will display all images attached to a page or post, so if your page or post has a featured image, this will also be included in the Juicebox gallery. Therefore, I would recommend selecting an image which is already included in the gallery as the featured image.
However, if you would like to exclude a featured image from your WP-Juicebox gallery, open the 'wp-juicebox/config.php' file in a plain text editor and change line 52 from:

$attachments = get_children(array('post_parent'=>$post_id, 'post_type'=>'attachment', 'orderby'=>'menu_order ASC, ID', 'order'=>'DESC'));

... to:

$attachments = get_children(array('post_parent'=>$post_id, 'post_type'=>'attachment', 'orderby'=>'menu_order ASC, ID', 'order'=>'DESC',  'exclude'=>get_post_thumbnail_id($post_id)));

(The line number above refers to WP-Juicebox v1.2.0.)

As you are using percentages for both the width and height of your gallery, make sure that all parent containers of your gallery have widths and heights specified via CSS.
Otherwise, try changing your gallery's dimensions from percentages to absolute pixel values.

Also, you could check your web page's code with the W3C Markup Validation Service and fix the HTML errors reported. This may also help.

Your web page also loads two different (and old) versions of jQuery.
Try including only a single instance of the most recent version of jQuery (v1.9.0) to see is this makes a difference.

Thank you for providing the URL to your web site.
Your gallery's embedding code has been inserted ito your web page OK but your gallery files have not been uploaded to the correct location on your web server.
For your gallery to function correctly, you would need to copy the contents of your gallery folder into the same directory as the HTML page which contains your gallery's embedding code (in your case, this is the root of your web space).

If you plan to embed multiple galleries, I would recommend using the baseUrl method of embedding as documented here.
This would allow you keep each gallery as a self-contained entity in its own folder and upload the complete gallery folders (not just the contents) to anywhere on your web server (as long as you know where they are).

First of all, please make sure that you are using the current version of Juicebox-Pro (v1.2.0).
Instructions for Upgrading Juicebox can be found here.

Ordinarily, the caption text should be vertically centered in the caption area so make sure that your web page contains no generalized CSS rules which the gallery elements may inherit. Apply CSS rules to only those elements on your web page which require them through use of ids and classes.

Adding a couple of line breaks (<br><br>) to the end of your caption text may also help push it up the caption area.

The only two options under the WP-Juicebox heading in the Dashboard are 'Manage Galleries' and 'Help'.
The 'Add Juicebox Gallery' option can be found when creating or editing a post in the toolbar above the text area.
When in 'Visual' mode, you should see the Juicebox icon and when in 'Text' mode, you should see the 'Add Juicebox Gallery' text button.
If you do not see either button, try temporarily reverting to the default WordPress theme, deactivating all other plugins and then reactivating the plugins one by one until you find the source of the conflict. If you do find a conflict, please post back to let me know so that I can investigate further.

You will not be able to merge a Juicebox gallery's 'config.xml' file with another XML file. The Juicebox gallery will require its own XML file.
If your website already has a file named 'config.xml' (which will conflict with the gallery's 'config.xml' file), then you can rename the gallery's 'config.xml' file and point to it using the configUrl configuration option in the gallery's embedding code.
For example:

<!--START JUICEBOX EMBED-->
<script src="jbcore/juicebox.js"></script>
<script>
new juicebox({
configUrl: "mygallery.xml",
containerId: "juicebox-container",
galleryWidth: "100%",
galleryHeight: "100%",
backgroundColor: "#222222"
});
</script>
<div id="juicebox-container"></div>
<!--END JUICEBOX EMBED-->

All the gallery files must be on the same domain (or subdomain) due  to the same-origin policy security restriction.
Please see this web page for further details.

An <iframe> will work as all the gallery files reside on a single domain (or subdomain) and the <iframe> simply loads the gallery's 'index.html' page.

If you do not click 'Insert into page', the images are still attached to the page (and can be viewed in the 'Add Media' window by selecting 'Uploaded to this post' from the drop-down menu) and will be displayed in the gallery.

If you do click 'Insert into page', then the images should be displayed in the gallery and also displayed individually by WordPress.
If you have an empty gallery with images attached to the post, please post the URL so that I can take a look and investigate further. Thank you.

The layout of the thumbnails on the thumbnail page in Small Screen Mode is partly determined by the code within the 'juicebox.js' file which is obfuscated and cannot be modified. It is not possible to change this functionality via CSS alone, although the tips I provided above (using Thumbnail configuration options) may help a little.

@Alfred

I have logged this issue as a bug report (thumbnail frames opaque in IE8) and it should hopefully be fixed in the next version of Juicebox-Pro.
In the meantime, I am glad that you have found a suitable workaround.

Yes. There are several ways that this can be achieved.

You could use an <iframe> and target the <iframe> with different galleries via links to the corresponding 'index.hml' pages.

Otherwise, you could embed a gallery in a container and, using the Juicebox-Pro API, you could switch galleries using JavaScript and the showGallery() method.

Either method would require knowledge of HTML and/or JavaScript.

You may also like to take a look at the Embedding Multiple Galleries section of the Juicebox Embedding Guide.

A further solution might be to create a multiple-gallery album using jAlbum and the Juicebox Skin.
When using jAlbum and the Juicebox skin, you can drag and drop a complete folder structure into jAlbum's main window and click 'Make Album'.
The resulting album will have a separate Juicebox gallery for each and every folder/subfolder in your input structure and all the galleries will be linked together via a JavaScript navigation tree. On clicking a link for a gallery, the current gallery is replaced with the newly selected one.
Here is a sample album created by jAlbum and the Juicebox Skin.