The config.inc.php should have this path
$C_JGALL['gall_dir'] = 'albums/'; (note trailing slash)
and where you insert the code into the page, it should look like this
<!--$G_JGALL['inc_path'] = 'gallery/';
include($G_JGALL['inc_path'] . 'index.php');
-->
NOTE: The gallery/ path above is located in the root of the domain name, so I expect yours may well look more like this
<!--$G_JGALL['inc_path'] = 'shop/gallery/';
include($G_JGALL['inc_path'] . 'index.php');
-->
I should also mention that if you are using SEO in your Zencart, then you will need to exclude the page_2 (assuming thats the page you are using for the gallery) from SEO, since this will also cause an issue.
If you have no luck, and would like me to take a look, drop me an email with your ftp details (no charge) [email protected] and your in luck, I just cam,e off my last night shift as ambulance driver so am free for 4 days (wife and kids permitting of course) :clap: