It's been a while since I checked in and I am so sorry that things have taken this turn.
I know how you feel about the messages. Perhaps you could arrange for him to call at the same time everyday? Explain that you are not trying to stop him from speaking to your daughter, just that you are not a messaging service.
Re the photos. Yes, this is poor form on his part. Or, as Jennifer Anniston once said, "he is missing a sensitivity chip". State your boundaries "Sending me photos of your new GF is insensitive and I will not be passing them on to our daughter. She can look at them when she is with you".