Hit Camera icon-menu key-Settings-gear icon-Storage-Memory card. This will send your photos (and videos) directly to the SD card when you take them. I can't help you with your other problem but I'm sure the data is still here somewhere.

 

The free file manager 'ES File Explorer' has a build-in download manager which let you choose the SD card for the download folder.
When you start a download your browser will ask you which download manager you want to use

Harry

 

If you are doing this from within the samsung browser (which I like for downloading photos - I tend to use Chrome for most other purposes), hit Settings, click on content settings, and then go to "default storage."

 

I always do mine through my PC...when you go into the phone you will see the card and the phone storage...go into one DCIM folder, copy them and paste them in the other...

 

How did you move the files over to sd card? Can you verify that the files are on your SD card? (not using the gallery, but using whatever file explorer you are using)?
If you are using the stock Samsung "Myfiles", go to All Files, SD Memory card, and try to find your pictures in the folders there (assuming that is where you moved it to). Once you find the photos, next step would be to get them to your gallery.

Too late to do so if you haven't already done this, but do you have your photos auto-upload to google plus (instant upload) or to dropbox (camera upload)? If not, it may be something to consider - in case you lose your phone, or it crashes, or you accidentally delete your pictures.

If you already had one of these enabled, you can just download your pictures from there to your phone.

 

Can you try to reboot your phone (just trying to try the simple options first). The "Load fail" is worrisome - hope your sd card isn't failing.