Pics aren't saved in either app. A gallery app is an image viewer, it doesn't store the images. The images are saved in the phone's storage and any Gallery app (Photos, Samsung Gallery, F-Stop, Simple Gallery, whatever you like) just views them. It's the same as if you store music on the phone and have 2 music apps: both see the same tracks, but they don't have their own copies, they are just using the same shared library.
Photos' default view just shows all images it has access to in a single timeline. That will include images from many different folders on the phone, but unless you select an image and dig into its detailed information it won't tell you that. If you want to see images sorted by folder in Photos click on the Library tab, look for "Photos on device" and click the "view all" on that line - then you'll see the same folders that you are seeing in Gallery.
So Snapbridge downloads to its own folder, and if you follow that recipe you'll be able to see that this is the case even when you use Photos to view them. It's just not the way Google encourage you to think of your pictures (they want you to think of your photos in their library and not care about where they actually are, and the app is designed to encourage that thinking).
If you remove a photo from the device in any app it is removed from the device. If you back up using Google Photos and want to remove the cloud backup as well it's probably best to remove it using Google Photos, since other apps don't have access to Google's cloud backup and I'd not be surprised if Google don't sync removals done via other apps (I've not tested as I don't rely on Google for backups anyway).