Who are we?
We are digital librarians. Among us are represented the various reasons to keep data -- legal requirements, competitive requirements, uncertainty of permanence of cloud services, distaste for transmitting your data externally (e.g. government or corporate espionage), cultural and familial archivists, internet collapse preppers, and people who do it themselves so they're sure it's done right. Everyone has their reasons for curating the data they have decided to keep (either forever or For A Damn Long Time). Along the way we have sought out like-minded individuals to exchange strategies, war stories, and cautionary tales of failures.
We are one. We are legion. And we're trying really hard not to forget.
-- 5-4-3-2-1-bang from this thread
It looks like DownThemAll doesn't do recursive search (it's not looking at any deeper levels of the site, so if you run it on the page you linked, it'll only grab the thumbnails, because it's not navigating to the subpage where each full image is stored).
A quick search turned up this tool, which might do what you're looking for? HTTrack
You could try wget's recursive mode:
Downloadthemall let's you set some filters, namely file size. If you set it high enough, at least thumbnails and other stuff will not be downloaded.