Suppose two photons are emitted at the same time and travel in the same direction. Your first thought might be to treat them like particles.
Suppose that photon B is directly behind photon A and they follow the same trajectory. Then, from the lab frame, A is in B's future light cone and B is in A's past light cone. So no mutual effects can exist. A might affect B by somehow leaving a wake of curved space time behind.
Suppose they are in parallel trajectories side by side. Then they are both elsewhere to each other. Neither affects the other.
The world line from A to B would have to be light like for one to directly affect the other, such as by A emitting a graviton that B absorbs.
If they are anti parallel, then they can have mutual effects.
But photons are not particles. They are sort of like particles and sort of like waves. Regardless, they do have wave functions that occupy extended regions of space. The regions can overlap. What then?
Photons do not interact with each other to any appreciable degree (except in extreme environments such as the interior of very massive stars.) That is, two beams of light do not affect each other when they cross. But do they interact gravitationally? We would need a theory of quantum gravity to say if there is a probability of exchanging gravitons.
But antiparallel beams of light attract each other, as described in the link provided by @meowdib Do two beams of light attract each other in general theory of relativity?. And beams are just so many photons that you can see the average effect of them all.
Given that, photons do have some sort of effect on the curvature of space time, and do respond to curvature. They must be able to interact with each other. We don't know how that interaction works on a photon by photon basis.