Url link not working with Wp Gallery

Hi there. For some reason i just cannot for the life of me get the custom url to work on my site. If you could private message me i would be more than happy for you to log into my site with my admin details and have a look? If that is no bother? Basically im trying to have a gallery of images each linking to a youtube url. And hoping when it’s clicked it opens up a 3rd party lightbox (as it does perfectly when added as a seperate non-gallery image).

Thanks. Id really appreciate it!