Screenshots are no longer being saved
I normally copy screenshots to my clipboard by doing shift-command-4, and then holding the control key as I trace around the area I want to grab. Perhaps for that reason, my Mac now assumes that's what I always want to do regardless if I hold down the control key.
Now I want to actually save files. So I do shift-command-4, and then I start tracing without touching the control key at all. When I finish tracing, I hear the camera sound indicating a screenshot has been taken. However, there is no such file. I've looked in desktop and downloads. I've done a search for "screen shot" but there are zero images. I've asked Siri to find me the most recent screenshots, but she finds nothing.
Has the method of saving a file with a screenshot been deprecated over all this time I've been copying them to the clipboard?
MacBook Pro 15”, macOS 10.13