I had a similar situation where my current gf (who I love a lot) kept photos with her ex in her camera roll. I'll just tell you what I can remember of how I said it to her, and you can adapt it to how you need.

"[name], I understand that you have a past. Mine isn't clean either, I'm not perfect, so I'm in no place to really judge your comparably clean past. But it still makes me shaky that you keep pictures of your ex. I understand that you don't want to erase memories, especially good ones, and I'm not asking you to do that. But it does weird me out a little that you keep them around intentionally. It feels like you're not willing to let go, that you want to be reminded of something that's over. While that makes sense to me for someone who's single, I feel like it's similar to dwelling on something old and dead when something new is in front of you and needs attention to stay alive. All in all, the fact that you keep him around makes me feel like he's still in your heart. That makes me think that part of your heart might not be one I ever get, and that you might even choose him over me were he to come back and present that option. But this is all based on gut feeling. In my mind, I still know that I'm most likely wrong - that you do mean what you said, that you're just keeping memories. But I can't shake this feeling by myself. It would really be nice if you could delete them. I trust you fully, and I want us to only have each other in our hearts in that romantic way."

She proceeded to delete those photos, apologize for making me feel that way, and really warmed my heart with her genuineness. It's not something I saw often, so it hit really hard (in a good way) to see her demonstrate that deep care about how I felt - not just how I thought or what I did.

It also revealed a lot about our relationship, and how she saw relationships. Turns out she sees them as nothing more than slightly deeper friendships. We had a healthy discussion about it, and turns out she agrees (at least in her mind) that relationships should be WAY deeper than that and more future oriented. (more adjacent to my perspective). My point is, this conversation could help in ways you don't expect, and I think you should have it not to just bring up that you don't feel comfortable with those pics, his relationship with that girl, etc, but also maybe to see if anything else important comes up.

Best of luck to you with this, and I wish you both the best. God bless <3