Hi Joanne, did you take the action “Set first image as featured” and then
either “Take the first post image from current site domain, copy and add it to the media library if not available there”
or “Take the first external post image, download it and add it to the media library”?
Both options will fetch some images, e.g. those uploaded on Dropbox. But there are other images which the plugin can not catch because of a way of pointing to the images which is unusual for a WordPress site. How was the free paintings gallery built?