I host with bluehost.

I set up anneanddonal.com and according to bluehost it should show anneanddonal.ronandownes.com

Currently the former is not forming thimbs and previews.

Could this have anything to do with Zenphoto?

Ronan

I think you are confusing toplevel domains and subdomains. anneanddonal.com is a top level domain and on anneanddonal.ronandownes.com anneanddonal would be a sublevel one. If you change the location where Zenphoto resides you should runs setup again.