PookaMustard: The bug is still there.
I should really get the devs to notice.
I contacted one of the devs and he said that he's not experiencing this problem with the GOG version at his end. Very weird. I have let him know that many GOG users are having this issue and have linked him to several threads in this forum. No answer yet.
I tried to see for myself if I could find the culprit. I was digging through the files of the game and there are 2 files that contain the path where the screenshots should be saved, the files are HatinTimeEngine.ini and BaseEngine.ini. However, each of those 2 files contain a line that says that the screenshots should be saved to a folder named "ScreenShots" while the true folder is named "Screenshots" (without the second capital S). I thought that this could be the culprit.
I've changed the paths in the .ini files to the correct folder name and even tried creating new folders and assigning those. But it just won't work. Furthermore, I've noticed that there's a Win64 folder inside the Screenshots folder and assigning the path to that folder also doesn't fix this.
The dev furthermore told me that I could also make a screenshot by typing "tiledshot 2" (without quotation marks) during the game in the console bar (enable Console in the game settings, restart the game and then press TAB during gameplay) but this also doesn't work.
I'm not sure if the entries in these 2 files might be the culprit (it could be a hardcoded issue) but perhaps anyone else has any other ideas to try regarding these files?