I must be missing something, but I can't find where pagination is controlled. I've got one page of over 900 image thumbs and it's all on one page. I see that there is an admin option for images/page but when I set that to a reasonable number, the only page that displays is the first one. I guess it's possible that a previous developer removed the pagination code.
Comments
Try going into admin and selecting one of the default Zenphoto themes, you should then be able to change between pages.
If that fixes things, then you will need to alter the code for your custom theme.