I just see one favorite and its titled not private.
I added two more and your favorites work fine that I see all 3 view and I downloaded all fine
Now a word on private images.
If someone sends you a link with a private album with a password a cookie is created when you view that album and sure you can add favorites no problem
However do realize that cookies do expire so in reality you may not have permission to view an image later if you do not enter the password to view the private album so yes in that scenerio the photo is not going to be viewable but zip download is different its not doing file permissions its just downloading files that are marked in your favorites