If images open in a new page, then you surely have JavaScript issues. As the error indicates above, jQuery is not loaded.

An actual URL to the gallery page would help.

RokBooster is compressing (bundling) all JS files into one but it fires AFTER our plugin. As such, jQuery is loaded in that bundle, after SIG's JS files are loaded (which require jQuery to be loaded first - which is the default behaviour in Joomla anyway).

If RokBooster has a "content" type plugin, make sure it is ordered last in the plugin manager (filter the "content" type plugins first).

Alternatively, you could try JCH Optimize which is probably the best extension for such performance optimizations. But to be honest, your site is loaded via HTTP/2 so bundling JS files or not really doesn't make that much of a difference (if at all).

Great!