I abhor this.
I had this issue on my Samsung Galaxy S3 where I would take a lot of pictures, it would show the thumbnail of the picture taken in the lower-right square linking to the gallery (so I was assured it was taking my photos). However, when I opened the gallery, my pictures were not there. I lost a whole roadtrip of photos and it turned out that the SanDisk external SD card put itself into read-only mode and I had to send it in to get it replaced.
However, now I'm on my Samsung Galaxy S7 and I took a picture today that's not showing up in the gallery. This time my external SD card is a Samsung chip. I can't reproduce the issue, but is there any way to make sure it isn't my external SD card? Or could it be a camera setting where it's only taking a temporary photo?