Depending on your message app, you may need to link the photo to the app before you can append it to a message. The native camera and message apps don't seem to automatically do this. I'm not certain if it's supposed to but it doesn't on my X4 and maybe you have the same quirk. But getting around the problem is nothing and I don't even think about it anymore, it's so easy.
With the picture on screen, tap it so its options pop up at the bottom of the screen. Then tap the link option - looks like a sideways V. It will put up options what you want to link it to and you think just clicking the contact will work. Trickery! I tried that, no joy. But clicking the Messages app from the appending choices and THEN selecting the conversation I wanted to add the picture to, DOES work.
Alternatively, with your messages app open you can tap the camera dot next to the writing space (the other blue dot with the plus sign is for adding people to the conversation). The camera dot will open the camera within the messages app and the picture you take will automatically append to the message, or you can scroll through your pictures to add one.