Good day,
1 -One way is to click and open an image in the main image area and set up the "imageclick link" so that clicking on the image links to a new (external) page or video...(so you don't get back to the thumbnails any more (default setting) )
You can find the info you need there :
https://www.photo.gallery/144
2-or even there :
https://www.photo.gallery/297 .... this time, it's when the user "shift clicks" an image.
3-Another alternative:
You might also want to consider adding descriptions in the admin section (and enable them in the slideshow imagevuex config.ini) and use the html (templates given) to display next to your shots. The user can then click on the thumbnail to see the photo in the main image area....then he will be able to click on the link (in the description next to the shot) which will take him to an external page/video...
Hope this will prove useful even if it's not
exactely what you're looking for