Is there a way to allow people to comment on your photos but keep them hidden from everyone? Or at least make them have to be approved?

Yes, to both. Users can post "private" comments that do not appear on the site (and even the admin can't change this status!) and you can set comments to moderated. See the options.

Can you, Allow users/members to comment but keep comments hidden to non members ? but visible to users/members.
Thanks

Tere is no direct support for this, but it could easily be coded in your theme. Simply add if (zp_loggedin()) { }
around the code that prints the comment form.

Thank you for speedy reply, that seems straight forward, can you point me in the direction of the file that handles that...

Many thanks.

The theme file or files you have comments on. That can be album.php, image.php, news.php and pages.php. Best you read the theming tutorial.

Thank you.