Are you using any File Managers with cleanup features that might have removed the pictures? This usually happens on SD cards when they get damaged or corrupted, but since the Note 5 doesn't have an SD card reader, I'm ruling that out. It could be that your internal memory is failing, in which case I'd get a warranty replacement ASAP before other data gets lost.
(PS: Are you backing up your pictures to the Cloud? If not, you really should be! It's free!)