There are too many unknowns in particle physics, most of the ideas we have in that area of physics are mostly theories and am sure you know that theories are not laws. The mistake of the classical physicists have taught us not to accept theories based on how logical they are.

Photons has what is known as relativistic mass, it is not really mass. Rather a mass that appears when it moves at a high speed. Remember that normally mass of a body are known to be constant, but relativistic mass increases with acceleration, thus it's not really mass.

I know that only gluon interact with themselves. I really don't know what you mean by graviton and photon is a different kind of interaction, but don't worry. I will be researching on this topic, hopefully before the end of next week, I will be writing an article on that topic, I hope I will be able clear your doubts then.