I haven't done it for screenshots, but all of my various scripts and compilable code is stored in titular directories on iCloud in an outer Code folder. So, when on the road, I have access to that Code folder via iCloud Drive in the Finder sidebar and in the Terminal application via:
mkdir -p ~/iDrive ~/Code
ln -s /Users/$USER/Library/Mobile\ Documents/com~apple~CloudDocs /Users/$USER/iDrive
ln -s /Users/$USER/Library/Mobile\ Documents/com~apple~CloudDocs/Code /Users/$USER/Code
and both of these iCloud Drive folders show up locally on my Mac as: