I'm having the same problem, even on computers with excellent performance. I'm using the latest version of WordPress and Shadowbox JS.
I achieved a slight improvement by removing some of the animation effects. In your WordPress backend:
1. Settings > Shadowbox JS
2. Click "Show Advanced Configuration" button
3. Set "Animate" to False
4. Click "Save Changes" button at bottom and test. If no improvement, go back and also change "Fade Animations" to False. Save and test again.
Of course, disabling these settings will disable some of the nice animation effect, but it still looks okay.
This is just a guess, but you could also try resizing your pictures (to a smaller size) before you upload them. Maybe upload pictures at 640 x 480 or 800 x 600 resolution.