In order to add images from Cloudinary to your WP Gallery you should follow these steps:
- Go to one of your post's 'Edit' page.
- If you haven't done it already, choose the required Cloudinary images (add any further transformations if required), and click on their "Add to post gallery" button. This will add these images (or their transformed versions) in your WordPress's Media library.
- Click on WordPress's "Add Media" button
- Click on "Create gallery" on the upper-left side
- Select the required images and click on "Create a new gallery"
- You'll be directed to the "Edit Gallery" page where you can set the order of the image and other additional settings, then click on "Insert gallery"
- You'll then be redirected to your post's 'Edit' page. After updating the page, you'll be able to see the gallery in you live page.
One 3rd party gallery that was recommended to us by our customers is Gmedia Gallery
In addition, any other gallery plug-in which supports importing images either from your WordPress Media library or from remote URLs should be able to successfully deliver Cloudinary images.