Re: Picture Session BEFORE the Nikah...Haraam?
In the UK, all the weddings I have been to, the Nikkah and Rukhsati are together and the bride and groom go off for their photoshoot after the Nikkah. Usually while the guests tuck into their starters.
I think you're very lucky to be having the Nikkah as you are; it actually gives some importance to that day. I know lots of people who got married in Pakistan and had to have the Nikkah before the mehndi or whatever.. it was such a non event and they all regretted it. And then they have the Rukhsati day which is reduced to a few rasms and seems pointless.
In terms of priority, I think your family have got it right.