The problem is caused by the iubenda plugin (privacy policy).
I deactivated the plugin and Picu gallery works great!! Wow.
I don’t know what to check in the iubenda settings or replace it with another different plugin.
Thanks again for your help.
Daniel
Thank you very much for your support.
I found an easy solution.
First of all I excluded Picu from the cache as you suggested, but this solution didn’t work.
So I modified the file “piculight.css” inserting the value height:0px instead of 70px to the .picu-lightbox-navigation class.
Now viewing individual photos looks good.
Remains to adjust the bottom menu because you see everything moved to the left and not understand it well.
Here is the example page with the problem partially solved:
https://www.photoidea.it/raccolte/98ba6/
Thanks again for your help.
Daniel