When viewing the album.php page, I see "Index >> Gallery >> album title"

However, Gallery is not a link to anywhere. Should it go somewhere? Index takes me back to the Gallery Index page. Or, is this simply because I'm using Zenpage?

(It's a nice addition, bit trickier to discover all the components to format

No, gallery is not to lead anywhere but if you need that that would be easy to add. The reason for this is that a normal page or news article appear as this "index > News > Articletitle" or "Index > pagetitle". To not confuse that with albums I inserted "gallery".

As with all theme change whatever you want..:-)