This is a known problem which we are currently investigating. Unfortunately, at the moment, there is no quick fix.
Here's what we know...
Facebook itself requires that the main image fulfills certain conditions. The main image must be at least 50px x 50px, have a maximum aspect ratio of 3:1 and have a maximum file size of 5MB. (Your images all seem to fulfil this criteria.)
We are also aware that images exported by Adobe Lightroom fail to have thumbnails created by Facebook.
Whatever program you use to prepare your images for your gallery, try simply opening them and re-saving them in a different program before feeding them to your gallery to see if this makes a difference. For example, run your original images through JuiceboxBuilder-Pro and use the images in the gallery's 'images' folder. (Make sure that they are resized so that JuiceboxBuilder-Pro actually processes them and does not just copy them.)