I had a similar issue when trying to use a grid loop in my product gallery, I added the following script to html widget above my grid loop:

<script>
jQuery(document).ready(function($) {
    // Add a common slideshow ID to all lightbox images
    $('[data-elementor-open-lightbox="yes"]').attr('data-elementor-lightbox-slideshow', 'products-gallery');
});
</script>

it only seemed to work if I had a gallery widget on the page, so i just left an empty gallery widget for now. Haven't had the chance to discover why but if anyone knows why, let me know! I'll take a look when I get a chance.
Hope this helps someone