Shortcode for lightbox is not working

Hi,

when I insert the shortcode for ‘lightbox’ (and put in a link from my mediacontent) it just shows a small grey button. No image. when I click on this little grey button, I can see the image full screen.
Why is there no thumb image to see when inserting this shortcode?

Please see attached screenshot:
http://imgur.com/3elsBPZ

Thank you!

https://wordpress.org/plugins/shortcodes-ultimate/