Sequential Yes. The Page key steps through the images.
In the correct order, Maybe
The file name must sort properly by (case sensitive) Linux. Windows long names can be problematic.
Recently read only shows the first image selected from the file menu.
No bookmarks AFAIK
I don't have a handy zip collection, but zipping a JPG does not save you much, as it is already a compressed format. (and it takes more processing to unpack, even a tiny amount)
Another option is to see if you can OCR your files.
By the Way. Welcome to the group.
Good luck