Very strange issue. slimbox2 seems to be working on some images but not others. They were all inserted into posts the same way. You can see it on my site http://www.leafandgrape.com. If you click on the image for the bottle of wine called "nora" it appears as though slimbox loads for a second, then it goes to the link and displays the image on a new page instead of in a shadowbox.
Sorry I didn’t reply sooner, but it appears you’ve switched to another plugin, so I can’t diagnose the issue. Feel free to try it out again and let me know so I can try and resolve the issue.