I have not seen that. You delete a photo from your camera roll, and it goes somewhere until you delete it again? Never heard of that. Hmm. If you delete a photo from an album, it remains on the camera roll. Could that be what is happening?
I agree with ledsteplin, that's the only thing that makes sense to me. You have to keep in mind that creating "albums" or "folders" just makes a copy or is a way to organise your pics so they are easier to reach, the pics are not actually moved to those albums, so when you erase one, the pics are just where they have always been, the camera roll (or photo stream if you have it enabled).
Yep, iOS 8 feature. It's not that big a deal once you get used to it. If I delete something I always just go to that folder as well and see if there is anything I still don't want. I kinda like it, there have been a few times I've accidentally deleted a photo and didn't realize it was my only copy, and couldn't undo. This is just a safety net.