Ideas
Same here, photos are not being saved after the last patch. Previous photos seem to be intact so far.
I've been trying to find a workaround for this bug; it's happening no matter which dialog you select to save. It seems to only affect "manual" photos, while those created by the photobooth or from a successful date are staying. And no, it's not a matter of keeping them in your PC folder—you can keep them, but this still happens.
A few patches ago, something similar happened with photos, but it only affected photos with a filter applied. This time, all photos are affected. Not sure to what extent they can be recovered or if they're lost forever. This blackout effect is how all photos look in a non-active lot, so it's unclear whether they're not being saved or just not being loaded properly. Maybe the game simply doesn’t recognize them as active lot photos, and a fix could recover them... I hope so, at least.
Photos taken since the last patch disappear after exiting the game and playing again.
Photos taken before the last patch remain intact.