Hi,
firstly you have to check the image path in the page source code. Indeed the protocol is really missing in several images.
Because the problem could be related more to Easyblog itself if the image path in the page is incomplete as:

//mydomain.com/images/blog/222/b2ap3_medium_hanoman_kecak_dance_uluwatu_sunset.jpg
instead of:
http://mydomain.com/images/blog/222/b2ap3_medium_hanoman_kecak_dance_uluwatu_sunset.jpg

However as far as i know the Easyblog team fixed this issue several months ago so it's weird that you still face this issue, unless you have some other plugins manipulating images link. This persists only when you have CDN hosted images. For this reason there is a parameter in JSitemap that you can use to enter the missing protocol part, as below. That should be the workaround needed in your case, however it would be better if you fix paths in the website too.

Best regards