[ZombieBerry]

By default, screenshots are stored in the Camera folder on your device (unless you have set it to save to Media Card by default)

Screenshots are also saved under numbered filenames.

So let's see whats going on.
Open Camera>Swipe down from the top>Settings>Ensure Save on Media Card is toggled to OFF.
Back out of there and take a screenshot.
Screenshots are saved under this format IMG_00000xxx.png where (xxx) denotes the sequential number of each screenshot. (001, 002, 003, etc)

You can use your PC (Connect your device to your computer and after mounting, you can use search to look for "IMG_00000" and see where it is located)

You can use the universal search "IM" and all of your IMG screenshots should show up under the search results under Pictures.

Use File Manager; Device>Camera>Tap list view and scroll through the photos until you hit the ones beginning with IMG_00000

If all of that does not work, then you may be limited with screenshots by Balance or something, though I am not sure it can do that, but I know that the PB would not allow screenshots while connected to BES device, this could be along the same vein.