Did you ever format the card for the phone? If not I would back up everything on the card with a card reader, format it in the phone, put the card back in computer, move files back into the folder designated at pictures and see if that works.

Or is there a setting to save photos to the card?

I have bought a memory card to save photo;s on, but instead of saving as i take the pics i have to take them and transfer them to the memory card, didnt have to do this on my last phone,it did it automatically,
If i format the memory card to the phone it says i will lose all data
Any help appreciated