Saved favorites are not showing in my library

I save photos to my favorites, and when i go to my library, i can see them in the thumbnail for the folder they get saved to. However when i open it up, nothing i favorite is there, and the "display all" filter is set. The only photos that are in the library are the ones that i downloaded. I don't want to have to download every single thing i like before i decide if i want to use it. Where are they?