1. The pictures don't "go to" either My Files or Gallery. Neither of those apps has its own data folder.
2. ALL media files, other than those that are hidden (file name starts with a dot) or have a .nomedia file (notice that's a hidden file) hiding the folder they're in (or hiding a folder in that folder and the picture is in that second folder, and so on down the line with nested folders) should be picked up every time you start or restart the phone, or run an app like
Rescan Media.
In addition to what B. Diddy said, copying files to the phone doesn't make Media Scanner rescan. Downloading files from your messaging app may not either. Download a file that you can see in My Files but not in Gallery. Restart the phone. See if it shows up in Gallery. If it does, it's because your texting app doesn't run a media scan if you download what might be a media file (scanning slows the phone a bit during the scan). Running Rescan Media will fix that if it's important for a downloaded file to appear in Gallery before the next restart. (Gallery doesn't show media files, it shows files found by Media Scanner - slight difference.)
3. If the app you're referring to is Clean Master, uninstall it. Also uninstall anything else you have from Cheetah Mobile. They write Windows apps for Android - and that's like dropping window glass on rocks because dropping steel on them doesn't break the steel. Clean Master is a perfect example of not understanding how Android works, and if a company doesn't understand the environment, 42 years of system design experience tells me that they're not writing apps that have been developed, they just throw in code that does something (that, in the case of Clean Master
shouldn't be done), for some reason I can't fathom. (It's not like the free app doesn't do anything, and they're making a fortune from people switching to the paid version.)