When I close the Shadowbox, it leaves a black bar on the page above or below where the Shadowbox was. I've figured out that this happens only if I accidentally scroll the page while looking at photos. I'm using an Apple Magic Mouse, so it's easy to find yourself scrolling without realizing it. (This doesn't affect the Shadowbox as you're looking at it, but -- as I say -- it leaves this weird residual black rectangle: apparently over the area that you've scrolled past.)
The theme I'm using is Imbalance 2.
If you go to this page and click on the photo of the orange wall, you'll see the issue I'm describing -- while the image is open, scroll down or up: