I've had this problem for a few years.. if you're taking a lot of screenshots sequentially.. In my case it was framing up large formations of bombers.. different angles, FOV, ..etc.
If you take 1 at a time, it didn't have a problem, but several in a minute, some would be dropped.
I figured it was a data rate issue with the volume of trying to finish writing the screen shot before being able to write the next one ran into contention issues.
I don't know if it is still an issue, today, but I wouldn't be surprised.