The Library may have filters applied.
By default, the screenshots will be excluded from the "All photos" to reduce the clutter.
Filter and sort the photo library on iPhone - Apple Support
To ensure that really all photos are shown, tap the button with the two arrows in the lower left corner and disable all Filters, also make sure, that the display of screenshots is enabled.

Hide screenshots, items from your Mac, and items shared with you
By default, screenshots, photos and videos synced from your Mac, and photos and videos shared with you in the Messages app automatically appear in your photo library. You can hide these items to reduce clutter.
- Go to the Photos app
on your iPhone. - Swipe down on the photo grid.
- Tap
, then tap View Options. - Tap Screenshots, From My Mac, or Shared with You to hide these items in your library. To stop hiding them, tap the option again.