Problem of My Photo Stream
Yes, it will be deleted from all other devices (that is logged in with the same Apple-ID) Photo Stream too. But if the photo also is in the Camera Roll then it won't be deleted from there.

Photo Stream is like a album that is synced between all of your devices over iCloud. A change in the Photo Stream album on one device, will also be seen in the Photo Stream album on all other devices you have one the same Apple-ID.