Photos taken from Lock Screen disappearing

If it is not in the Recently Deleted Album then either you have deleted them 30 days earlier or have never deleted any.

Please check the following

1. If you sign out of Apple ID sign backing with another Apple ID after you had turned on Messages in iCloud & iCloud Photos, your content is safely stored in iCloud and is available on all devices that use the same Apple ID.
2. If you have restored your iPhone with a backup that does not contain the Photos that you are looking for then please look for the correct backup on your PC/Mac --> Locate backups of your iPhone, iPad, and iPod touch - Apple ...
3. Do you have a correct backup (iTunes) --> Restore your iPhone, iPad, or iPod touch from a backup ...
4. If you have restored from iCloud backup, then note the following
   1. iCloud backup doesn’t include information that is synced and stored in iCloud, like Contacts, Calendars, Bookmarks, Mail, Notes, Voice Memos, shared photos, iCloud Photos*, Health data, call history, and files you store in iCloud Drive.
   2. *-If you had turned on iCloud Photos, your content is automatically stored in iCloud and is not backed up.
5. Probably you may have un-synced photos with Mac / PC, sync them again
   1. For PC: --> Sync photos in iTunes on PC with devices - Apple Support
   2. For Mac --> Sync photos between your Mac and iPhone or iPad - Apple ...
6. Have you ever imported your photos to Mac/PC and used "Delete After Import" --? Transfer photos and videos from your iPhone, iPad, or iPod ...
7. If not found anywhere, have you ever uploaded them to any Cloud Drives (iCloud Drive, Google Drive, OneDrive, DropBox, Flickr, box, AmazonDrive, Adobe Creative Cloud etc)