Go to your Zen Cart Admin and in the Tools ... Developers Tool Kit ... can you enter in the bottom input box:
tpl_drop_menu.php

and select Catalog ... then click search ...

What I am trying to determine is where this file is called and if the file is referenced by name on the server to see where it is ...

Also, look in the /cache directory, do you see any debug messages ...

NOTE: debug messages work with v1.3.9 if you have an older version you want to get the Debug Tool from the Free Software Add Ons and install it ...