I prefer to use the MPE interface for sms messaging. 1.8.6 didn't show messages but they would still apear on the phone.
Since 1.8.7 - (also possible it is the Lollipop upgrade or a combination of both) if MPE is chosen for messaging as the default SMS app the pics are not delivered at all.
Frustrating as it seems there is no way of knowing a pic (MMS) was sent when MPE is chosen as the default SMS app.