When inserting the picture make sure that you use an image from the Media Library. If you use an external URL (or a CDN) then you need to add the external domain to the allowed URL in the Shortcode Options Panel.
We have more than 125 different styles, sizes and frames. And you can embedd video in the lightbox. Also, you can choose CSS frame without lightbox.
Landscape (different style, image and video on lightbox)