Does selecting "delete thumbnails" actually delete "save as" images from your phone?I I just started using "save as" on Firefox for Android and I saved a lot of important images that meant a lot to me. Then unrelatedly my phone started acting weird, it became very slow and laggy. So I installed ccleaner and since it couldn't do much for my healthy and not crammed full system I simply selected Delete thumbnails and let the app do its work. Minutes later looking for my photos they only came up in Download history and when touched it says the file is gone. Did CCleaner "delete thumbnails" actually delete all my recently downloaded jpg??? If not, where are they? I've been in Gallery, searched files by name, everything. I don't use an external memory card and I'm using a Samsung J7.
Since you use Save as instead of Save target as, the image actually getting saved is the view created by firefox which is  of very low size that is less than 50kb.

So, some cleaner apps consider images with less than some size (say 60/100kb) as thumbnail and remove it.

Here, the same happened to you.

Next time, consider save link as or open image -> (and  when full image is loaded) Save image