I have looked at your site and am missing what you are describing. I saw no broken images.

I am not sure how you have the attributes set for this but the thumbnail is appearing from a setting and not from naming automatically from what I can determine remotely.

The swatch image name is BM036_CHERRY.jpg and the thumbnail image is rendered as Top1%20red%20seat%20slide%20black%20base.jpg.

There is a additional image function that is invoked automatically with images that have same base name with numeic suffix i.e. cherry.jpg and cherry_1.jpg but this does not appear to be the case.