很感激聽到我的相在你那兒
I felt so happy that you still have my photos with you.
or
So glad to know that you are still keeping my photos.
Note: 一般不用感激而用開心來形容這情景. (己見)
"grateful to hear my photo is from you"
the first part of this sentence is acceptable
but i think you can reform the last part so that it would sound better
do you think it is better if we say,
"i am so grateful to hear that my photo is kept by you" ?