WordPress Media Library issue

I am baffled by this one. I went into a live site that I have been working on.

I went to grab an image from the media library via 'normal process' of Add Media and I see all the thumbnail images are blank - just white boxes. I do a little more looking and I see that all the URLs for the images are:

http://media2.mydomain.com/xxxxxxxxx (where xxxxxxxxx is the rest of the address - the domain is shown exactly as it appears 'mydomain' is EXACTLY what comes up)

It should be:

http://ClientURL.com/xxxxxxxxx (where ClientURL would be the real domain name and xxxxxxxxx is the rest of the address)

I have never seen this. The site comes up properly, and images are shown correctly. However, I cannot do any dev work with the images.

No idea what would have caused this and I cannot seem to find where I might be able to change the path in the database.

Any suggestions?