Feynman diagram and associated virtual particles consist of a great mathematical way to understand quantum field theory calculations.

In fact. when we use such a diagrammatic approach to connect an initial state and a final state (as mentioned several times in previous blogs; I don't remember whether you had read those, so feel free to come back to me if needed), anything intermediate part of the diagram is virtual, with few exceptions.

Sometimes, something in the middle of a diagram can materialise as a real particle. But this requires that its mass, momentum and energy satisfy Einstein's definition of energy. This may happen, but this is not the general case. Therefore, this will happen sometimes, together with situations where this does not happen. The correct calculation will account for all cases.