Thumbnails problem

Hi

I’ve got some problem with thumbnails, not showing already after uploading, and after that also.

For example:
Photo files are on server /upload/photo-gallery/test
I create gallery, and there are no thumbnails. When I check errors with browser console, I see error like:

GET http://mysite/upload/photo-gallery/test/thumb/dsc_1999.jpg?date=2015-02-15%2021:37:18 404 (OK)

IMPORTANT! I have thumb folder, but no files in it. How it is creating?

https://wordpress.org/plugins/photo-gallery/