I checked further folders in your gallery, and found another folder where thumbnails were missing and not because of the name:
http://www.photogallerix.com/#/content/ ... o_Picasso/
All the photos in this specific folder are very big >2500x2500px. Most servers wouldn't be able to create thumbnails for these files anyway, because they would exceed the memory limit provided. However, it seems your server has been able to create thumbnails for some of these files(not sure how).
You can be sure of one thing - When creating thumbnails for this folder, each picture would require several seconds to resize because of the size. Not quite sure how your server would respond to resizing an entire folder.