Is there way to display thumbnail gallery using external links to images?
It might be it is the Link Image Formatter module that you are after.

It is a image formatter for a Link field. The modules you mentioned can then be used to construct your gallery (Views, Imagecache External, Views Responsive Grid). 

You could also rewrite the field output in Views by using the "token" and wrapping it in the needed HTML to display it as an image, something like:

&lt;img src="[link]"&gt;


Make sure you get a plain version of the image URL, so you better check without rewriting first.

Note that using Imagecache External will result in images being stored on your own server. It doesn't free you from copyright issues as with embedded external images (hotlinking). That means you could alternatively use FileField Sources.

An extension module of the last one, Remote File Source, might avoid transfer of the image file on your server. I haven't tested that. You are likely to miss out on Image Styles in that case (e.g. to resize or cache images locally).