Sounds like your SD Card is faulty, full, incorrect write speed or you have not installed one inside the drone. "READ HERE" . . . I did a quick search and found this previous post.
The SD card was inserted as the videos I recorded were on there. It wasn't full as I format the SD card after every flight. The SD is almost new as I have only used it a few times when flying so I'm hoping it hasn't got a fault.
Video's are displayed in the "album" of the DJI Fly-app. Photo's not.
But....:
Photo's are displayed as you touch the "play-button" just under the "take-picture / start-filming button", from there you can download the photo's in the app (and to your phone) the same way you do it with the video's.