Like other religions of the Near East of the time. The polytheist religion of Palmyra worshiped a number of gods and goddesses. There was the triad of Beelshamem, Aglibol, and Yarhibol- who represent storm god, moon god, and sun god. Other gods worshiped there include Baal Hammon, Manat, El, Allat, Poseidon, Shamash, Bel, Arsu and Azizu (the twin gods of morning and evening stars).

Check out 'The Pantheon of Palmyra' by Javier Teixidor. There's plenty of information in there about the various gods and goddesses worshiped by the Palmyrenes.

As for the empire itself under Queen Zenobia, it would include the local cults of the gods of the people conquered, as well as Jews and Christians, in addition to the gods worshiped in Palmyra itself.