linear confusion.

I was wondering the same thing. The only explanation I could think of was that, like you said, she took the photos. Perhaps she followed Kiril and the Albanian girl. But parts 1 and 3 were both told in linear fashion (despite part 3 taking place before part 1, the parts themselves were linear), so why would part 2 have a non-linear sequence?

The film is circular, not linear. You'll probably have to watch it again to notice it, I did. The film forms a circle, having no true beginning or end. This develops the theme of the endless cycle of violence.

There is no doubt that the story is circular and not linear.
And there is indeed a confusion about the photos.

But there is one line in the film - once each in the three segments.
"The circle is not round"....

Guess, some confusion has been left deliberately. Things need not be chronologically correct every time - perhaps this is what is intended.

I'm glad I'm not the only one that noticed this. I get the circular storytelling thing but the fact that the pictures arrived to her after Alexander was dead was the only major thing that didn't make sense with the timetable distracted from the film a bit. Still enjoyed it though.

I haven't seen this film in years, but it is one of my all-time favorites. So while I don't remember the exact specifics of this scene you are asking about, if you watch closely there are many many issues like this. The phone call, the dialogue shifts in the closing scene, etc.
The whole idea of this film is that history repeats itself... that all of human life is a circle and cycle of violence and this story (or ones like it) have been told over and over again and will continue over and over again. These individuals and their stories are timeless and the violence they face happens over and over again... and these intentional inconsistencies are what makes this film one of the greatest films ever made (in my opinion).
As they say, the circle is not round. It is not hopeless. When people take a stand, it makes a shift, it makes a difference and when these same stories of violence unfold next time, they won't unfold in exactly the same way... but shifted slightly towards justice. Its worth it to stick your neck out.

I just finished watching this film, and yeah the timing is really confusing. My thought after re-watching the beginning of the movie (where you see Anne watching the funeral saying "Oh my God, oh my God") is that if you want to watch the film in linear sequence, you should begin right after Aleksandr comes to London, then the third part, and then the first part, and then the beginning of the second part until Aleksandr comes to London. I think he comes to London, tells her he's going to leave to go home, she follows him and arrives after he has died and she takes the photos of Kiril and Zamira. That's my theory anyways.

That's the most interesting thing about this movie, it's not just short stories that are linked together, but an endless repetition. Like the director suggested, people and places may change, but the conflicts continue to go backward and forward.