@Elad Rosen - I just tested this from my Samsung Galaxy S10, Android 12, and the images are saved to INTERNAL MEMORY → DOWNLOADS (browsed to using both Google Files and Solid Explorer).
I did not that some images saved to a board using the Unsplash and Iconfinder apps did not have a file extension when saved to my phone, so when I open Google Photos and look in my Downloads folder, I do not see those images (I had to browse to the folder using a file browser app).
First of all THANK YOU that's the first time I can actually locate the files.
Now I'm encountred by a new issue - the file downloaded is named "image.jpg" and when I download another one it has the same name and replaces previous file. So I'm stuck with just one file changing.
Again, thank you for taking the time to test and answer.