Are Nudes illegal?

So if my (M16) gf (F15) sends me a nude, and i save to camera roll (i wouldnt but just say i would for the plot)

is that illegal. in uk. we're both under 18, so does it not class as CP? and if it is, what do i do? say she sends them, what do i do with them. wait id probably have to delete them. (we dont use snapchat, so they dont disappear)

this hasnt happened yet, but if it did