The file warnings are just that and can be ignored if you are sure about these files.
Quote: I took copies of the .htaccess files in the root directory and in folder /ZenGallery and then clicked the button "Replace the existing .htaccess file with the current version".
That warning only affects Zenphoto's own htaccess file, it does not care or know about any in parent folders if installed in a folder. Best you look via FTP if the htaccess file really has been updated. It should be quite short and note version 1.4.5.
I have no idea about the upload issue. You should review the Zenphoto debug log and the server PHP log for issues. Wrong permissions for example could cause all sorts of problems.