Even if I enter a file name and save, there is no image file that should have been saved.
In order for us to provide better support, we need to see the log generated by Citra. This guide will walk you through how you can obtain the log file: How to Upload the Log File.
That’s a limitation in vulkan for now. Either use OpenGL, or save a screenshot the regular way, with prnt scrn or with the Windows 10 snipping tool.
In the case of OpenGL the screenshot was successful!
Thank you for your guidance!