apply super zoom on the entire photo?

When I tried Conrad's suggestion and used the new document from the output menu I got a light blue version of the original picture. This only seems to work outputtingvto new layer.

[EDIT: With Photoshop 2022 (v23), the workaround below is no longer needed. Instead, now you can choose New Document from the Output menu, and when you click OK, you’ll get an enlarged copy of the entire document.]

There is a workaround that’s been passed around. Before you run the Super Zoom Neural Filter:

1. Decide in advance how much you want to enlarge, such as 3x. 
2. Choose Image > Canvas Size, change the Width and Height units to Percent, and enter the scale factor in percent for both Width and Height. For example, if you’re planning on having Super Zoom enlarge by 3x, enter 300 Percent for both Width and Height in Canvas Size. Click OK.

The canvas is enlarged, so you’ll see a new empty area surrounding the image. This is expected.

Now when you run Super Zoom at 3x, the enlarged image will fully occupy the new 300% larger canvas size, and the empty surrounding image area will be pushed outside the canvas.

Did you have and active selection when you used the filter.   Filters normally filter the entire layer. It only when there is an active selection that a filter will be confined to the select area.  Zooming in may hide parts of the filters preview image but you should be able to see all the filters preview by panning the image in the image display area. Filters work on a layer,s content  Layer can have transparency and can also be partly covered by higher layers. So areas of an image may not look like its being filtered because lower and upper layer ares are displayed in the document's composite image area.  Make sure you know what is being displayed in the Image displayed.    Post a screen capture showing you document structure and the layer being filtered.

You can also convert the layer to a smart object layer the you can use the filter as a smat filter you var re-adjusr amd mask using the smart filter mask.