The screenshots are intentionally omitted from the "curated" views 'Years', 'Months' or 'Days'. The curated views are intended to show you your photos without clutter. There is nothing we can do to add the screenshots there - you would have to reimport them in a different file format, so Photos cannot recognize them as screenshots.
If you want a view for a day or month including your screenshots on a Mac, use a smart album with the rule "Date is " or simply enter the date into the search field. Using your own albums for the days would have the added bonus, that we can see the thumbnails in the correct aspect ratio with the titles below them and not as cropped tiles. Smart albums and viewing the title below the thumbnails is not yet possible on an iPhone.