Monthly photo streams no longer being created

Although new photos are still being uploaded to iCloud and sync with Photos on my Mac, the monthly photo streams are no longer being created.

When I take a photo on my iPhone, it moves from my camera roll to My Photo Stream and is then uploaded to iCloud where the photo then appears under All Photos. It no longer creates a new album or iPhoto event. Shortly after the photo appears in Photos on my Mac, but again no longer under in a separate folder (e.g. April 2015 Photo Stream), only in All Photos and Photos.

De-activating and re-activating photo stream / photo sharing, rebuilding my libraries, re-installing Yosemite etc. have not helped.

Any ideas?