I made a simple test to see if I could display a gallery containing images sourced from a SharePoint library in the PDF viewer. I also sent the PDF output as an email. In both cases the images don't appear.
The image control in the gallery uses ThisItem.Thumbnail.Medium. Below is a screenshot showing the PDF viewer with the output of the PDF function and no images. If I change the image source to an image stored in the app it works.
I don't know if I'm doing something wrong here but this seems like an obvious omission.

btnPDF.OnSelect
Set(
gblPDFOutput,
PDF(
Gallery1,
{ExpandContainers: true}
)
);
Office365Outlook.SendEmailV2(
User().Email,
"PDF",
"PDF from Power Apps",
{
Attachments: Table(
{
Name: "Test.pdf",
ContentBytes: gblPDFOutput
}
)
}
)