[Q] Confused about CWM topic

Hi all,

I've been using CWM to routinely backup my S3 thinking that if anything happened I could just to a restore to recover everything.

So, the other day I did a backup using CWM, then a factory reset via phone menus. Updated the firmware via Kies and restored my apps and data via Titanium Backup. However I'm missing a heap of photos that I believe were on the internal SD Card.

OK, so I do a CWM backup and restore my previous backup before I updated the firmware thinking it would recover my photos. But they are not there...

My questions:-
1. What deleted my photos?
2. What should I have done that I obviously did not do?
3. Does CWM or TB backup the internal SD Card Data?
4. Does CWM backup differently if it is to the External SD Card? ie: Include the internal SD Card data.

Any help would be appreciated.

TIA

Greg