Have you setup the SD card as 'Expand internal storage' or 'External storage' ?
If you have Expanded internal storage, It would display the same in Settings > Storage > Internal Shared storage > Photos & Video.
OR If it is as external storage, You might want to try the below steps -
Use a File explorer application on your phone and verify if you have copied / Cut the files from the internal storage location - DCIM.
On deleting the DCIM folder, If you start the Camera app with default storage location as Internal storage, the folder will be created again.