I fully examined the issue you have raised on this topic and could not see it on my end: https://ibb.co/2MCD1Dq. In this case, it’s better to consult the Elementor team. They might have a solution that we’re not aware of.
However it could be a conflict with other plugins, so in the meantime, if possible, perform a basic troubleshooting checkup method and make sure the issue is related to our theme or plugin(s). To do this, deactivate all other plugins, then activate them one by one and check for this issue. Continue doing this until you find out what product is causing a conflict with our product.
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If you want to use the lightbox in the theme, you can navigate to WP Dashboard > Appearance > Customizer > Performance and enable the “Lightbox” in the theme: https://ibb.co/841J6mh
As a result: https://ibb.co/61dQPqz
Note: If you have any cache plugin or server cache(CDN / Browser Cache and Cookies and …), you need to clear its cache contents or disable them to see your changes. Also, remember to click on the regenerate all assets file and data in Elementor > Tools.
It was indeed an issue with lightbox. Although the lightbox has been enabled in Customizer, I needed to go to lightbox panel and put a specific number in the Navigation Icons Size dialog e.g. 5 px otherwise the arrows do not show up. Strange.