Perhaps the "Options" selection for saving a Screenshot has been inadvertently changed.
By default, screenshots save to your desktop with the name ”Screen Shot [date] at [time].png.”
In macOS Mojave or later, you can change the default location of saved screenshots from the Options menu in the Screenshot app. You can also drag the thumbnail to a folder or document.
Take pictures or screen recordings using Screenshot
- On your Mac, press Shift-Command-5 (or use Launchpad) to open Screenshot and display the tools.
Please refer to these two Support Articles for further information.
- Take a screenshot on your Mac
- Take screenshots or screen recordings on Mac