When I update the Theme files, what do I do about the two "non ZP" ones? Ensellitis and Moonlover?

I only use Ensellitis for the Gallery page. Moonlover I was going to play with. Should I skip Moonlover for Default or one of the others?

You can usually leave them alone. But of course, sometimes changes to zenphoto will "break" other themes. This depends on what they do and what changes occur within zenphoto. If a third party theme no longer works someone needs to update it. Often the developers will do so, specially if the change is obvious. But on occasions it will require the orignial author to figure out what to do.