The jpegs are no where to be found. I don't see them on my iphone photos. Where are they saved?
Sorry for the problem you are facing at your end.
Ideally it should get saved under photos section only.
Please check if the app has permission to storage as it is required to save the file to the storage.
If problem still persisits please share your phone Model, OS and video/screenshots of the problem you are facing.