When a screenshot is captured but you cannot find the file, first determine whether the Mac saved it to a different location or copied it to the clipboard.
Check the screenshot options
Open the macOS screenshot controls and review the selected Save to location. If it points to a folder you no longer use, choose Desktop or another folder you can easily find.
Search by recent files
Use Finder and sort the likely destination by date modified. Screenshot filenames normally include a date and time unless the behavior has been customized.
Check available storage and permissions
If storage is critically low or a destination folder has unusual permissions, saving can fail. Test by choosing a normal folder in your home directory.