Make sure that your images are attached to the post containing your gallery (and not just displayed within it).
You can go to the Media Library to discover whether or not Media Library images are attached to posts (and if so, which posts they are attached to).

To attach an image to a post:
(1) Edit the post containing the gallery.
(2) Click the 'Add Media' button above the editor's toolbar.
(3) Drag and drop your new images from a folder on your computer into the 'Add Media' window in your browser.
(4) Close the 'Add Media' window with the cross at the top-right. Do not click 'Insert into post'. Also, there is no need to 'Update' the post itself afterwards.

If you continue to experience difficulties, please post the URL to your gallery so that I can take a look and help further.