Hi there!
Aside from the above, I suggest checking the file location as well as it might have been saved on a different path such as This PC → Downloads.
If you are using Chrome browser to download pictures, you can press CTRL + J to open the downloads location and then click the folder beside the file you downloaded to open its location. This will help identifying on what part of your device the images are being saved.
Please note that this is a public forum, I will be responding you in short period of time and regret for a delay in response. As I am merely a fellow user trying to provide insight and information that may be helpful to others. Thanks!