Change font for post title in widget (sidebar)

This is more a CSS (or theme) issue than an issue with this plugin. The html for the thumbnails and its captions are the same as a WordPress gallery. Your theme’s stylesheet is responsible for the look of a WordPress gallery.

The font is set in your theme’s stylesheet style.css.

.gallery-caption, .image-caption {
    color: #A7A7A7;
    display: block;
    font-family: Georgia,"Times New Roman",Times,serif;
    font-size: 12px;
    font-style: italic;
    line-height: 1.4em;
    margin-top: 1em;
    text-align: center;
}

Create a child theme for your theme.
And put this in your child theme’s stylesheet:

.related-gallery .gallery-caption {
font-family: inherit;
}

This removes the font-family that is set (by your theme’s stylesheet) for a related gallery caption.

Or choose your own font family.
https://developer.mozilla.org/en-US/docs/Web/CSS/font-family

I noticed you solved your problem by editing your theme’s stylesheet directly.