Okay, I've discovered the problem here. Your image of 2 of 16, for instance, does have a hyperlink ("Juicebox") in the caption, and it works fine. Unlike you, however, when I put a link in:
- I left the Caption -> Max Caption Height at 100... AND
- Had a multi-line caption... AND
- Had the link on the caption's first line... AND
- Like you, was using caption OVERLAY.
From the top of the page, as you hover/slide the mouse down alongside or within the main image - and this will depend on assorted border settings, etc. - either at the top of the image or shortly thereafter, the mouse pointer changes from a pointer to a finger. This is in keeping with its use as a clicker to show the next image.
As the mouse nears the bottom of the image, it changes from a finger back to a plain ol' mouse pointer. Only at that point can it be used to click on a hyperlink (and only then will it show the URL of a hyperlink when hovered). However, if the caption overlay area is too tall, the top of this area - and the first line, in my case - will intrude into the area in which the mouse is next-image-capable, not hyperlink-capable.
This problem is eliminated, of course, if BELOW_IMAGE or BOTTOM is chosen for the Caption -> Caption Position.
What I think should be changed in Juicebox, if at all possible, is to have the mouse revert to a regular browser-page mouse (from a click-me-for-the-next-or-prior-image mouse) at the top of the OVERLAY area (as opposed to some percentage down the page).
If you want to see an example of the problem, look at image 13 at http://www.billanddot.com/victory-xct/ .
Cheers,
Bill