Screenshots Not Saving to Desktop

After using Cmd/Shift/5, and the screenshot / record popup comes up, I press either enter or the 'capture' button to take a screenshot (regardless of the type of screenshot), and the image is not saved to my desktop. I cannot find it anywhere on my Finder or computer whatsoever. I have already checked my keyboard shortcut settings and they are all marked 'on' for screenshot shortcuts.

No I am not recording, I have been using this feature for years now and have only been experiencing this problem today. I recently bought the newest Macbook Pro 14-inch, and it is updated to the latest version as well. Please let me know if there is a fix for this.