Is there any way that I can use pre-made thumbnail images which i have created and uploaded?
The filename would be the same as the photo, but with _thumb.jpg appended.
These images would not be indexed as album images but instead used simply as thumbnails? Is this possible?

It is possible. You should look into the 'cache' folder to see what naming conventions of the thumbnails that zenphoto has created. Follow this convention and upload your thumbnails to the appropriate folder within the cache folders.

Thank you so much and sorry for not reading this post before