Is this a known issue with Juicebox?
No.
Viewing your gallery's XML file directly in a browser results in the following error:
XML Parsing Error: XML or text declaration not at start of entity
Location: http://www.clientssite.co.uk/wp/wp-content/plugins/wp-juicebox/config.php?gallery_id=4
Line Number 2, Column 1:<?xml version="1.0"?>
^
WP-Juicebox creates the XML file (dynamically) using DOM techniques and the XML declaration should be at the very top of the document. (There should not be a blank line before it.)
I notice that on your main page (http://www.clientssite.co.uk/wp/aaa/), there is also a blank line before the Doctype Declaration (which should also be at the top of the document).
It looks like your web host may be inserting blank lines into the documents when they are hosted on your web server which is breaking the gallery.
Check with your web host to see if the blank lines at the top of your documents are being introduced by them and, if so, how they can be removed.