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In NextGEN, Other Options, Miscellaneoue, this is an option named “Use dashes instead of underscores when generating new image files”. I changed the setting from Yes to No, and removed all the image file and reupload it. Then the thumbnail file names now become thumbs-xxxxx.jpeg, and thumbnails on WP-Juicebox can be display now.
Reference – https://juicebox.net/forum/viewtopic.php?id=5372