Deleting photo in text message conversion (iPhone 5s, iOS 9.1) If I receive a photo via text message and I delete the text message conversation before saving the photo to my Camera Roll will the photo be saved in my iCloud Photo Library?
Only photos in your camera roll are uploaded to iCloud, if your iCloud settings are set to sync photos.

You would have to select to save the photo from the MMS message to your camera roll first.