In your upgrade instructions you write:
The only sequence we can guarantee to work is upgrading from the previous feature release and of course within from support release to support release of the same feature release. Even then you should check the release posts in case bugfixes do cause some other changes.

Do I need to upgrade through steps 1.5.2, 1.5.3 and 1.5.4 ?
If so where do I find those upgrades, please?

Thank you,
Richard

You actually should be able to update from 1.5.1 to 1.5.4 directly. Those are not feature releases actually (before 1.4.7 they would have been feature releases).

Info about older versions here: https://www.zenphoto.org/news/older-versions-archive/ (linked from the download page as well)