When you copy an image in Messages.app, it puts both TIFF image data and the filepath of a temporary file on the clipboard.
What's happening is that Alfred is only remembering the filepath, while your other clipboard history manager is saving both representations. That would normally be fine, but because it's only a temporary file, it's disappearing before you've pasted it. And that's what you're seeing when you paste and just get an icon and filename: a file that doesn't exist.
I'd say this is a bug in Alfred. It's the nature of temporary files to disappear, so I'd argue Alfred shouldn't discard other representations if it would be left with only the path of a file in a designated temporary directory.