This content failed to load. (media)

I've created three Galleries with pics. Everything works fine except for the colorbox.

When I click a thumbnail it says: This content failed to load.

The weird thing is that if I disable colorbox on the album content type and select Show media on a full page it shows the content. When I change the value back to Show media in a lightbox after I viewed all the images as a full page it works now as supposed to.

I popped it here as well as I don't know if this is a colorbox or a media issue