The overarching problem appears to be that the thumbnails are extremely small. Your thumbnails are around 240px x 160px (give or take), and so they're just too small to fill the size of the blocks. You have two general options.
You can increase the size of your Gallery thumbnails. The default thumbnail sizes for Gallery are 600x600 FWIW, so you've got a pretty significant drop in size. Note that you will need to rebuild your thumbnails afterwards if you go this route. This is the solution I recommend if you want to benefit from a highly visually interesting Gallery page.
You can alternatively adjust the CSS definitions to tweak the sizes of the flexbox cells. The default there is 40vh, but if you add something like this to the end of your custom.css the large gaps will disappear
.elGalleryFlexbox_cell {
height: 30vh;
}
I do notice that all of your thumbnails are essentially the exact same size, so you're not going to see the masonry layout with this solution that is intended...you need images with different sizes if you want them to appear at different sizes, basically.