It sounds like you are saving imgaes to your desktop but the thumbnails arent being generated automatically. Restarting seems to fix the issue for files since the last restart, but the issue persists with new messages. I had a few thoughts for things for you to try. First perform a Safe Boot and then retest it and see if that helps:
OS X: What is Safe Boot, Safe Mode?
To start up into Safe Mode (to Safe Boot), follow these steps.
- Be sure your Mac is shut down.
- Press the power button.
- Immediately after you hear the startup tone, hold the Shift key.
The Shift key should be held as soon as possible after the startup tone, but not before the tone.
- Release the Shift key when you see the gray Apple logo and the progress indicator (looks like a spinning gear).
After the logo appears, you should see a progress bar during startup. This indicates that your computer is performing a directory check as part of Safe Mode.
To leave Safe Mode, restart your computer without holding any keys during startup.
If the issue persists, next I would try verifying the disk and repairing any errors found, if any.
Disk Utility 12.x: Repair a disk
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