Hi, I just installed zehphoto, created test album and uploaded 3 photos. I checked permissions and folders set as recommended 0644/0755. When using &debug option, getting the following:

Zenphoto Error: the requested object was not found.
Album: albums/test/IMG_2465.jpg&debug

Please help

Also what exactly does not work with the thumbs? Are they broken? Are they not found?

In any case what you really need to do is look into your server PHP error log and the debug log of Zenphoto on the backend.

Debug mode with &debug only works on running setup.

Also albums/test/IMG_2465.jpg&debug is the link to a direct image within the albums folder so can't work anyway as Zenphoto is not involved.

To enable debug mode you have to modify the DEBUG_*** constant defines within zp-core/global-definitions.php.

Anway, looking into the error log is most always already enough for this type of error as it most always comes down to these: http://www.zenphoto.org/news/problems-with-albums-and-images/

Here is a link to the photo gallery www.allwebplus.com/photos. I enabled debug and here is what in the log:
{850312:Fri, 26 Aug 2016 02:09:40 GMT}
i.php(test, IMG2477.jpg): $size=595, $width=, $height=, $cw=0, $ch=0, $cx=, $cy=, $quality=85, $thumb=, $crop=, $thumbstandin=, $passedWM=!, $adminrequest=, $effects=
{850312:Fri, 26 Aug 2016 02:09:40 GMT}
cacheImage($imgfile=IMG2477.jpg, $newfilename=/test/IMG2477_595.jpg, $allow_watermark=1, $theme=basic) $size=595, $width=, $height=, $cw=0, $ch=0, $cx=NULL, $cy=NULL, $quality=85, $thumb=, $crop= $image_use_side=longest; $upscale=0);
{850331:Fri, 26 Aug 2016 02:09:47 GMT}
Loading GD

Here what I got with '&debug' Album: [ test ], Image: [ IMG2477.jpg ]

Image filesize: 1890094

Debug i.php | Arguments:

size = 395
width =
height =
cw = 0
ch = 0
cx =
cy =
quality = 85
thumb =
crop =

Fatal error: Allowed memory size of 33554432 bytes exhausted (tried to allocate 13056 bytes) in /home/allwe2/public_html/photos/zp-core/lib-GD.php on line 91.

I understand it is problem with my php.ini setting. But my site is on shared server and I am not sure if will allowed to make any changes.

On a shared host you are most likely indeed not allowed to change that values. So it is just as the link I posted above tells as well that some of your images uploaded are too large for your server to be processed. You got around 3264x2448px. Filesize does not really matter. So the fix is too upload images smaller in size.

I contacted the support. I am allowed to change setting in php.ini file.

Here is what is there now:

upload_max_filesize =1G
post_max_size =1G
memory_limit =256M
max_file_uploads =20
file_uploads =On

But my php.ini wasn't loading and I needed to make changes in my .htaccess file by adding lines below

suPHP_ConfigPath /home/username/public_html

Then everything started to work.

I have a some follow up question.
When I click on thumbnail, I can see smaller version of the picture, then I click again and see the full size. But on that page there is no navigation back to the previous page, the only way I can go back is to use 'Back' Button within web browser itself.

Is there 'back' page navigation option available or I have to make changes to php script. If so, are there some sample code to use?

Just to avoid confusion: We call these images thumb > sized image > full image. The full image is normally just the full image itself. So there is no "page" that could have any prev/next navigation as Zenphoto is not involved and literally cannot know. The only exception there is actually a full image page is if it is set to protected.

If you really need the full image you can change the theme's image.php to show it directly instead of the sized image. Normally any hires full image might not be needed on a webpage for obvious size and speed reasons of course.