Why are my photos taken in locked mode disappear (W10M)

[AnnoyingCat]

Sometime my photos taken in locked mode disappear without a trace !!
While still in that session, i can review it fine, but can't find it later

 

[rack83]

Sometime my photos taken in locked mode disappear without a trace !!
While still in that session, i can review it fine, but can't find it later

I have the same issue. How do we solve this?