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Hi, 
10k? This is a lot! This will make a lot of disk space necessary. Don't forget the necessary space for thumbnails. 
I recommend to use the backend for uploading. Make the image 1600px large. You don't need to change any cache settings. Uploads depend only one the upload speed of your internet connection. 
You can also upload via ftp and use the sync database button. There is a cli script as well. I recommend that for such a large amount of images. However, this might take a while. 
Google Photos would work as well. I don't recommend Amazon. It is very slow. 
How many images to you plan to stuff into Event Gallery? 

I just saw, you want to sell those images. If people need to download the original file automatically, you need to upload the large files. You can't use Google since there is no protection for those files. 

The link you send shows some images. If you upload an image, no thumbnails exist. If users access your images, the thumbnail generation is triggered. Thumbnail calculation needs some time but happens only once per image/thumbnailsize. Every subsequent request uses a cached version of the thumbnail.

But there are 13 different thumbnail sizes! Event Gallery tries to deliver the best fitting size. This requires a couple of different sizes.

To avoid random layouts and different thumbnail-sizes in the same browser you can set the jitter-value for the image list layout to 0. You can do this in the components options or the menu item settings.

The CPU usage is caused by creating thumbnails. During upload, the first thumbnail is created because you see a preview of the uploaded image. While opening the event page, more thumbnails are created. Having a watermark on or not does not make much of a difference.

How large are your images? This has a huge impact on CPU usage. 30MP images are more expensive than 2MP images. There is a tiny trick you can try: https://www.svenbluege.de/joomla-event-gallery/event-gallery-manual/faq-original-images

Upload smaller images and the original files separately. This will allow fast thumbnail creation but you can sell the original image.

If you want to calculate the thumbnail on your local machine, you can try this too. Please have a look at the /cache/com_eventgallery_images folder.

Valid and necessary thumbnail sizes are: 48, 104, 160, 288, 320, 400, 512, 640, 720, 800, 1024, 1280, 1440, 1600
This describes always the larger edge or an image. The images are prefixed with crop or nocrop. Crop means a square sized image. If you miss to create a thumbnail or used an invalid file name, Event Gallery will still create the thumbnail itself.

Those files are small enough, the CPU need should not be that much. It seems like that depends on what your hosting provider measures.

If you create those thumbnails manually, don't forget that you always have to create all sizes. Even if your images are smaller than some of them. Don't enlarge thumbnails. A 1600px thumb will contain your 800px file. Event Gallery expects that and can handle it.

If you perform the "sync database"-process, Event Gallery ready all your images to collect metadata like EXIF, image dimension and so on. There is no way around that.

All the different thumbnail sizes are needed. You already saw that nonexisting thumbnails are generated. You can try to modify the file components\com_eventgallery\helpers\sizeset.php and remove thumbnail sizes you don't need. I don't recommend that, but it might work.

The image in the lightbox is the COM_EVENTGALLERY_IMAGE_ORIGINAL_MAX_WIDTH image size. Even if you upload 1000px images, COM_EVENTGALLERY_IMAGE_ORIGINAL_MAX_WIDTH thumbnail file will contain something. So please generate this thumbnail too. COM_EVENTGALLERY_IMAGE_ORIGINAL_MAX_WIDTH is by default 1600.

I can do a modification to move those sizes into something which does not get lost with every update. I'm happy to talk with you about prices then.

Before we do that, make sure the file looks like the one attached. I just tried it, and it already works. With my example only two thumbnails are generated.