"A photon appearing from nowhere"

The wording suggests to me that you're expecting some properties to be conserved, i.e. not changing over time. And a particle appearing from nowhere would definitely violate that. Now we can look at a few conserved quantities: energy, impulse, electric charge.

A photon definitely has energy, but your gamma photon was created by a nuclear process. This literally is nuclear energy; the original atom nucleus had a higher energy than the resulting nucleus.

A photon also has impulse. Unlike energy, impulse is a vector. You'll see the resulting nucleus recoil after emitting a gamma photon - it gets an impulse change in the opposite direction. The total impulse is still conserved; the two impulses add up to exactly zero.

Finally, electric charge is the simplest of all: a photon simply has no electric charge, so this is yet another conserved quantity.

There are more conserved quantities, but in the end the conclusion is simple: a photon is just a particle with a few properties, and all those individual properties can be accounted for.

"A photon appearing from nowhere"

The wording suggests to me that you're expecting some properties to be conserved, i.e. not changing over time. And indeed, many physical quantities are indeed conserved. A particle appearing from nowhere would definitely violate that. Let's look at a few of those conserved quantities: energy, impulse, electric charge.

A photon definitely has energy, but your gamma photon was created by a nuclear process. This literally is nuclear energy; the original atom nucleus had a higher energy than the resulting nucleus.

A photon also has impulse. Unlike energy, impulse is a vector. You'll see the resulting nucleus recoil after emitting a gamma photon - it gets an impulse change in the opposite direction. The total impulse is still conserved; the two impulses add up to exactly zero.

Finally, electric charge is the simplest of all: a photon simply has no electric charge, so this is yet another conserved quantity.

There are more conserved quantities, but in the end the conclusion is simple: a photon is just a particle with a few properties, and all those individual properties can be accounted for.