Often the underlying OS has filenaming restrictions, so make sure not to use fancy/long names. If it is really called Sketch.pdf, that is obviously not an issue.

Maybe it is the image format/size, different apps may use different algorithms, so just because it opens in one that does not guarantee it will work in another. I deal with image format incompatibilities quite a bit, so I would try to resave, maybe resize the images and try again. If you're on a Mac the builtin Preview does a very good job, including conversions from JPG to PNG to TIF to PDF etc. and vice-versa.