I'm not even sure it's taking them.
I have it set to enable screenshots, take screenshots every 25000 (should happen once each day during the day time), enable taking screenshot messages.
The message happens that says "[CTLM] Taking Screenshots..." but there aren't any screenshots in the "\AppData\Roaming\Factorio\script-output\CTLM" folder or the "\AppData\Roaming\Factorio\temp" folder.