The image gallery hooks up a service url to the control to pull the images from the gallery into the Silverlight slideshow. It is no surprise that it does not work after you delete the images from the gallery or delete the gallery instance that was populating it. The service url expects valid parameters for gallery module id and page id, it was not designed to be scraped and used in an html module as markup. Maybe it can work if you keep the gallery on a hidden page (ie not included in the menu but not protected by roles either).
Best,
Joe