Ok well I spent several hours on this and it is not a plugin conflict with the runtime code (it could be with the editing/post portion... I cannot see that obviously). I did the following:
I pasted exactly your [caption] text above and it worked.
I switched to hebrew language (and you would probably have found it amusing to watch me try to use it), inserted your image in a new post, and it worked.
I edited my language to be RTL (Right to left) and inserted an image. It worked.
Studying your web source all is correct except the filename of the main image. While you requested
http://www.s-127.ccccloud.com/wp-content/uploads/2011/08/פרות-ורפת-לדוגמא1.jpg (which is a valid link), what got inserted into the caption was this:
http://www.s-127.ccccloud.com/wp-content/uploads/2011/08/פרות-ורפת-לדוגמ×%C2%901.jpg
Obviously a crazy link. Gallery and caption is correctly trying to open that and cannot. Even if you disabled the plugin, the caption would still be bad.
So the question is, why is the link bad? Gallery and caption DOES modify the html of a caption, which could have a bug, and that is why I tried different languages and whatnot to try to break it. It is unfortunate that I did not see a problem.
This leaves us with a few options that I am more than willing to do, but some of them inconvenience you for information:
1) You disable the plugin, create a new test post and insert the same image fresh (loading it from your computer into your wordpress gallery). Then let me know if that works.
2) Assuming #1 works, enable the plugin and re-edit the new test page, and republish it so it updates the html (you can just add some text somewhere and hit publish). Then let me know if that new page works or not.
If #1 fails, then there are issues outside of GAC. If #2 fails then I can do this:
1) Give you a replacement plugin php with some debug code to help reveal what is going on. Some prints or whatnot to display some information for you to email back to me.
I am sorry I did not find a solution, but with your (much appreciated) help I would love a chance to debug this.
-d
