The first thing I'd do (since it's not completely clear) is make sure the files have gone rather than just that your gallery app (Google Photos is the default, but we don't know that's what you are using) is no longer looking for stuff in that folder. You don't say where "they first go on the phone", so most likely they were in a folder called bluetooth, or possibly Download or a subfolder of that. So use a file manager and check those, just in case it's the settings of your gallery app that have changed.
If they really have gone then there will be a reason, so to avoid future problems you need to understand what did it. So anything gallery app or storage settings that may be set to clear space should be checked (and obviously any third party apps you've installed that might "clean up").