screenshot thumbnails with markups does not work usually in Mojave

How are you doing the screenshots (command-shift-3,4,5?)?

When I do command-shift-3 (or command-shift-4 and drag, or command-shift-4, space, click)

I get the thumbnail at the bottom right of the screen. If I do nothing, it will go away after five seconds or so. If I click it, it opens as expected.

If this is not working for you, I suggest you try the new shortcut, command-shift-5.

This will present an interface for taking screenshots or capturing as a movie. This interface does not go away on its own.

I can understand how this may go under the radar.

Traditionally one has had two sets of shortcuts: cmd-shift-3,4 save to a file, whereas

cmd-shift-option-3,4 send to the clipboard. (all of this still work in Mojave, by the way)

Before Mojave, I have opened Preview thousands of times to edit the file.

Had I used the option variants, there would be no file to work on. It is basically the same. It takes doing a lot of screenshots, as I do (mostly to help people on this forum) to be alert to these subtleties :-)

If you hadn't posted your screenshot we probably would not have figured it out.

The problem is that you have selected to save to Clipboard.

You cannot do editing directly on the Clipboard.

Select a folder location for your screenshots and everything should work.