I was having issues getting the automatic screenshot saving to work on my new (to me) Windows 10 Dell. I was NOT about to reinstall Dropbox, and re-download 250+ gigs of data.
Finally found this article that answers it:
https://www.addictivetips.com/windows-tips/change-the-default-location-for-saving-screenshots-in-windows-10/
It shows how to FIND where windows 10 is saving your screenshots (in your pictures library) and how to MOVE that folder.
(Right click on the folder, select properties, click the location tab, then browse to where you WANT them saved).
Works like magic!!!