acrylian: "Maybe it could be done via symlinks."
YES, it works! No need for additional ZP installation. Just create the needed symlinks into albums folder. You need a php file (e.g symlink.php) with content
<?php symlink('/absolute/path/to/your/target/folder/with/images/', 'your_sym_link'); ?>
Upload this php file into your albums folder (or any subfolder), chmod 0777 both file and albums (or albums/whatever) folder (maybe parent folder, too) and then point your browser to this file (if this is in albums folder: http://www.yoursite.com/your_zp_root/albums/symlink.php )
Blank screen means that symlink is created successfully. Even if you cannot see the symlink in ftp or cpanel, you can see new album in zenphoto and you can upload there!
Then chmod changed folders back.
Now I can see both the "original" zp site pictures and the Joomla site pictures with one single zp installation. And other media files as mp3 are accessible, too.