Is it possible to add the URL in the Media/image to get it to link to other Projects or Pages? I am using Gallery Carousel without Jetpack, but it should be the same at Jetpack.
Then click first image
If I click on image, it take me to the next image in that Project.
I add the URL in Link URL in the image in Projects, as you described, Save All Changes, Update gallery settings, Update project, but the link disappears (does not save). Maybe the plugin Gallery Carousel Without JetPack is affecting it? But I think I am not saving it correctly.