1) it takes you to a blog template…
Go to settings > galleries and uncheck “Link image to attachment” this will link all the images to the image file. Note that you can overwrite this at the gallery level under the gallery information.
2). When I switch it for the preview to pop up…
I couldn’t test this since the lightbox is not on, but you images look good if you go directly to the image link. if you are using a custom lightbox make sure that it can handle image request or if you are using “colorbox” the “photo” option is set to “true”
3)the background of the galleries is a slideshow…
this is feature in your theme you will need to contact the theme developer.
I hope this helps.
Note: I notice that you have the right click disable on your theme. I recommend adding a watermark to your images if you don’t want others downloading your images, there are many ways to bypass that.