Hi, I ran with the same issue running the plugin gallery carousel without jetpack. Oxygen for some reason the theme comes with it's own carousel style ("cleaner gallery") which I don't like and always overrides ANY other carousel. To solve this issue in the dashboard I went to Apperance - Editor - functions.php and look for
/* Add theme support for framework extensions. */.
Not to be confused with
/* Add theme support forcore
framework features. */
Remove this line of code
add_theme_support( 'cleaner-gallery' );
Click update file and you should be able to run the carousel style you want. Just to let you know I also made sure to disable "fancy box" from Appearance-Theme Settings. I hope this helps and good look.