I am currently using the RCMix3D ROM (found here: [EOL][Aug 25-2011]RCMix3d Saga v1.1 [Android 2.3.5 Incl sense3][OC]WIP - xda-developers) and had no problems at all. After installing this theme: [THEME] Blue Edition_orkorolev - xda-developers I don't have any images in the messaging app at all. I've fixed permissions in ROM Manager and that didn't solve it like it has before with other apps.

So does anyone know how I can sort it? It's the only thing bugging me other than a force close in the People app when trying to view uploaded photos (but I virtually never do that)

 

Well that's not relevant anymore, but for those that find the same thing...

go to Settings>Accounts & Sync>Facebook for HTC Sense>Remove account
then go to Settings>Applications>Facebook for HTC Sense>Clear Data

go back to Accounts & Sync and re-enter the Facebook login, let it all sync up and you're done.