The issue is pretty straight forward. PrettyPhoto is just grouping all lightbox images on the page together. So, you’ve got the two in the main area and the two in the sidebar. Remove the mini post list widget from the sidebar and you’ll notice you won’t be seeing the issue.
Another way you could solve this issue with customization is to change the gallery ID that gets used for featured image in the post grid to be something specific:
If you install the Child theme, you could copy content-grid.php to your Child theme and then inside find this:
<?php themeblvd_the_post_thumbnail( $location, $size ); ?>
And change to this:
<?php themeblvd_the_post_thumbnail( $location, $size, true, true, 'gallery_posts' ); ?>
… The point of all this being to add a unique gallery ID at the end which I wrote as “gallery_posts” — but it could be anything other than “gallery”