Welcome to Android Central forums. Just a few questions to get started.
What device do you have?
When you say in apps like Telegram, does it happen in other apps too, which ones specifically?
When you say videos that you click on, is the intention that these videos be downloaded to your device, does this happen automatically or is it something you choose to do?
When you attempt to delete these files where and how exactly are you deleting them? Are you doing from within the app, from another app on your phone, or some other way?
Are you seeing them back in the same location on your phone or are you seeing them somewhere else? You delete them from your File Manager app but still see them when you open Google Photos?
Have you check your trash folder to see if the files appear in the trash? Your File Manager and Google Photos have trash options as do other apps. Some of these trash options do not fully delete files for days or weeks and may still occupy memory until the file has fully deleted after the expiration time.
Are you able to show us a screenshot of the deletion process, and then the file showing up in (the same or different location) the file reappearing? Please blackout any personal information, sensitive or inappropriate content before posting.
Without some information we would only be guessing about what is happening. Let us know what you find and we will offer advice.