Hello!
Unfortunately Categories and Pagination options can not work together – as they have different operation logic. Categories divide pictures by tags and pagination works with all pictures of the gallery.
I can offer you to divide your images by tags on Image list and enable Categories option. Also you can hide the “All “category on Categories tab – http://prntscr.com/9t1rlv
And all images of your gallery will be displayed only in their respective categories and not all together on the one page.
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