The wave particle dualism, which is frequently presented in popular science literature and even taught in introductory courses is a historical misconception which is resolved by the quantum field theory framework. In this framework a photon is an excitation of a (vector) field which, for each point in space and time gives the field strength $A^\mu$ (not to confuse with the physically measurable field strengths $\vec E$ and $\vec B$ which are derivatives of $A^\mu$ components).
The field $A^\mu$ has some configuration depending on the initial conditions. It is tempting to interpret it as a probability distribution for particles but afaik it is not correct to do so, it is a field, not a wave function.
If a photon is measured, it interacts with some other particle (probably an electron which is part of the measuring device). This changes the field configuration for later times. But again, I'd not interpret it as something related to the collapse of a wave function.