Why Aren't All My Photos Showing in the Messages App?

First, check if you're signed in to iMessage. Go to Settings > Apps > Messages > Send & Receive, and you should see your Apple ID email listed in blue. If not, tap 'Use Your Apple Account for iMessage.' Also, make sure you have Messages in iCloud enabled by going to Settings > [your name] > iCloud > Messages and toggling 'Use on this iPhone' on. If everything looks good but you're still having issues, try toggling Messages in iCloud off, wait a bit, and then turn it back on. You might need to look for the photos by scrolling through the message thread as well.

It sounds like you've run into some syncing issues with iCloud. When you try to toggle off Messages in iCloud and see that alert about messages not being fully downloaded, that could definitely be part of the problem. Waiting for all your messages to download completely before re-enabling the setting might help. If that doesn't work, you could also try updating your iOS for the best compatibility.

Have you tried restarting your iPhone after toggling the iCloud settings? Sometimes a simple restart can fix glitches like this and might allow your Messages to sync properly.