Earlier quoted context omitted.
Huh. I just tried it. A snipping interface came up and let me select a rectangle of the screen. Then, none of the following things happened: - A message telling me where the picture went. - The picture showing up on the desktop. - The picture showing up in "Documents". - The picture showing up in "Pictures". But, I was able to recover the screenshot by... opening Paint, and pasting from the clipboard! That's not a so…
I'm sure you probably discovered this by now, but the image is kept in memory until it is "saved" via the Save menu. The UX could probably do with some improvement showing that the image is not automatically saved to disk, like scrot or OSX's Image Capture shortcuts, though.
Where is this menu?