This is a beginner thread. The following is at the I level, but hopefully, you can glean a general idea of what is going on beyond basic HS textbooks and popularisations:
http://www.physics.usu.edu/torre/3700_Spring_2015/What_is_a_photon.pdf
When you come here for an answer, we give you the real deal, which unfortunately often requires more advanced knowledge to understand. This is one of those cases. Fingers crossed, you can still get something from it.
In fact, all particles, not just photons, are 'excitations' of an underlying quantum field (one for each particle) that pervades all space. At the elementary level, Rodney Brooks explains it here:
https://www.quantum-field-theory.net/
Or if you want to read a paper::
https://arxiv.org/pdf/1710.10291.pdf
But again, subtleties are going on Rodney, correctly at the beginner level, does not go into, e.g.:
https://cds.cern.ch/record/372369/files/9811072.pdf
Basically, QM violates outcome independence but not parameter independence. It needs to violate both to be non-local. For example, two particles can be in a state that is not two separate particles but a holistic single entity. It is subtle, but this is different from locality, as explained in the paper. We all have to start somewhere, and viewing QM as a quantum field is as good a place as any. And likely better than most.
Aso these days Schwingers Source Theory is seen as a precursor to Wilsons view of QFT that he won a Nobel Prize for:
https://quantumfrontiers.com/2013/06/18/we-are-all-wilsonians-now/
Thanks
Bill