phone question

I have an android (not sure if it's the same for iPhone or any other type of phone) but in the gallery there is a "download" album. pictures I have in there are pictures I saved from texts. wondering if it's the same for all? like if I save a photo from Facebook there's even an album that says "Facebook" (I didn't create the album names). my question is: basically I took a silly photo of my face like a month ago on my boyfriend's phone, well yesterday I was going to prank him & put it as his wallpaper when I seen a half nude photo this girl we both went to school with had posted on Facebook 2wks ago. it was in his "download" album. so I was wondering if he saved it from Facebook ? but then it says he has a "facebook" album as well same as my phone (he has an HTC note of some sort). he doesn't have the girls phone number (I checked thru all of his contacts) could one of his friends have sent it via text then him have saved it by accident? (he always deletes his texts, even when we were friends it's always been something hes done) I don't want to come out & ask if it'll start an unnecessary fight... plus I want to do more research before I say anything so he can't delete anything. no harsh feedback please. (also it wasn't a screenshot, there's a screenshot album as well)