I ran into this issue and similar issues with other Flickr plugins on my self-hosted WordPress setup. I had noted this error message somewhere along the way:
The web service endpoint returned a “HTTP/1.1 403 Forbidden” response
From searching around, there was a note to install curl to clear this up. I ran the following and I’m up and going now with this plugin as well as the other WordPress plugins. Seems to be all related to the recent API changes around SSL support (and I recall seeing changes around using curl in this plugin).
apt-get php5-curl