Apple just pushed out a fix for missing photos when you save them to your camera roll and then delete the iMessage.

Here is the official change log:

This update includes bug fixes for your iPhone:

• Photos saved to your library from Messages could be deleted after removing the associated thread or message
• iPhone Leather Wallet with MagSafe may not connect to Find My
• AirTag might not appear in the Find My Items tab
• CarPlay may fail to open audio apps or disconnect during playback
• Device restore or update may fail when using Finder or iTunes for iPhone 13 models
  For information on the security content of Apple software updates, please visit this website:
  https://support.apple.com/kb/HT201222

Here are the download links for iOS 15.0.2:

• iOS 15.0.2 (Build 19A404) for:
  • iPad mini 4 (Wi-Fi) (iPad5,1) — Download
  • iPad mini 4 (Cellular) (iPad5,2) — Download
  • iPad Air 2 (Wi-Fi) (iPad5,3) — Download
  • iPad Air 2 (Cellular) (iPad5,4) — Download
  • iPad Pro (9.7”, Wi-Fi) (iPad6,3) — Download
  • iPad Pro (9.7”, Cellular) (iPad6,4) — Download
  • iPad Pro (Wi-Fi) (iPad6,7) — Download
  • iPad Pro (Cellular) (iPad6,8) — Download
  • iPad 5 (Wi-Fi) (iPad6,11) — Download
  • iPad 5 (Cellular) (iPad6,12) — Download
  • iPad Pro 2 (12.9”, Wi-Fi) (iPad7,1) — Download
  • iPad Pro 2 (12.9”, Cellular) (iPad7,2) — Download
  • iPad Pro (10.5”, Wi-Fi) (iPad7,3) — Download
  • iPad Pro (10.5”, Cellular) (iPad7,4) — Download
  • iPad 6 (Wi-Fi) (iPad7,5) — Download
  • iPad 6 (Cellular) (iPad7,6) — Download
  • iPad 7 (Wi-Fi) (iPad7,11) — Download
  • iPad 7 (Cellular) (iPad7,12) — Download
  • iPad Pro 3 (11”, Wi-Fi) (iPad8,1) — Download
  • iPad Pro 3 (11”, Wi-Fi, 1 TB) (iPad8,2) — Download
  • iPad Pro 3 (11”, Cellular) (iPad8,3) — Download
  • iPad Pro 3 (11”, Cellular, 1 TB) (iPad8,4) — Download
  • iPad Pro 3 (12.9”, Wi-Fi) (iPad8,5) — Download
  • iPad Pro 3 (12.9”, Wi-Fi, 1 TB) (iPad8,6) — Download
  • iPad Pro 3 (12.9”, Cellular) (iPad8,7) — Download
  • iPad Pro 3 (12.9”, Cellular, 1 TB) (iPad8,8) — Download
  • iPad8,9 (iPad8,9) — Download
  • iPad8,10 (iPad8,10) — Download
  • iPad8,11 (iPad8,11) — Download
  • iPad8,12 (iPad8,12) — Download
  • iPad mini 5 (Wi-Fi) (iPad11,1) — Download
  • iPad mini 5 (Cellular) (iPad11,2) — Download
  • iPad Air 3 (Wi-Fi) (iPad11,3) — Download
  • iPad Air 3 (Cellular) (iPad11,4) — Download
  • iPad11,6 (iPad11,6) — Download
  • iPad11,7 (iPad11,7) — Download
  • iPad12,1 (iPad12,1) — Download
  • iPad12,2 (iPad12,2) — Download
  • iPad13,1 (iPad13,1) — Download
  • iPad13,2 (iPad13,2) — Download
  • iPad13,4 (iPad13,4) — Download
  • iPad13,5 (iPad13,5) — Download
  • iPad13,6 (iPad13,6) — Download
  • iPad13,7 (iPad13,7) — Download
  • iPad13,8 (iPad13,8) — Download
  • iPad13,9 (iPad13,9) — Download
  • iPad13,10 (iPad13,10) — Download
  • iPad13,11 (iPad13,11) — Download
  • iPad14,1 (iPad14,1) — Download
  • iPad14,2 (iPad14,2) — Download
  • iPhone 6s (iPhone8,1) — Download
  • iPhone 6s Plus (iPhone8,2) — Download
  • iPhone SE (iPhone8,4) — Download
  • iPhone 7 (CDMA/GSM/LTE) (iPhone9,1) — Download
  • iPhone 7 Plus (CDMA/GSM/LTE) (iPhone9,2) — Download
  • iPhone 7 (GSM/LTE) (iPhone9,3) — Download
  • iPhone 7 Plus (GSM/LTE) (iPhone9,4) — Download
  • iPhone 8 (CDMA/GSM/LTE) (iPhone10,1) — Download
  • iPhone 8 Plus (CDMA/GSM/LTE) (iPhone10,2) — Download
  • iPhone X (CDMA/GSM/LTE) (iPhone10,3) — Download
  • iPhone 8 (GSM/LTE) (iPhone10,4) — Download
  • iPhone 8 Plus (GSM/LTE) (iPhone10,5) — Download
  • iPhone X (GSM/LTE) (iPhone10,6) — Download
  • iPhone XS (iPhone11,2) — Download
  • iPhone XS Max (iPhone11,4) — Download
  • iPhone XS Max (China) (iPhone11,6) — Download
  • iPhone XR (iPhone11,8) — Download
  • iPhone 11 (iPhone12,1) — Download
  • iPhone 11 Pro (iPhone12,3) — Download
  • iPhone 11 Pro Max (iPhone12,5) — Download
  • iPhone12,8 (iPhone12,8) — Download
  • iPhone13,1 (iPhone13,1) — Download
  • iPhone13,2 (iPhone13,2) — Download
  • iPhone13,3 (iPhone13,3) — Download
  • iPhone13,4 (iPhone13,4) — Download
  • iPhone14,2 (iPhone14,2) — Download
  • iPhone14,3 (iPhone14,3) — Download
  • iPhone14,4 (iPhone14,4) — Download
  • iPhone14,5 (iPhone14,5) — Download
  • iPod touch 7G (iPod9,1) — Download