downloaded version and when I did leave the new playthrough that the gallery put me into it said I had to finish the game to unlock the gallery.
Strange, never had something like that reported before. My best bet is that the game is not able to save persistent variables in a file like it is supposed to, either because the file is read only, or because it does not have the right to create the file in the first place.
Save files are located in the "save" subfolder inside the "www" folder, this should contain both the saves you did, and the save file that tracks gallery unlocks. Maybe check if it's empty, and if the folder is not read only.