Snapchat offers the possibility of choosing what snaps get opened. If there are unopened snaps, then it means the other user didn't choose to open them and it might be doing it at a later time. Secondly, unopened snaps are kept in the Google Cloud, where Snapchat is hosted. You don't have to worry about them, because they will be stored there until the user opens them. And yes, it's possible the person saves the images.
Additionally, when you send many snaps, the user will always see the last one instead of the first one. You see only the most recent snap and then get to the first one.