and I’m going to switch to a sim only deal. Will my messages (text conversations ), photos etc be deleted? I’m going to keep the same number. But will my photos and text conversations still be on my phone and everything?
All of the content you've mentioned is stored on your phone, and it therefore makes no odds what SIM (or not) is in the phone, it's still stored on your phone.
As regards your SIM, I'm not even sure that would necessarily need replacing if it's working perfectly well and you do the switch via EE directly - EE switch to pay monthly
