Yeah, thats what I'm doing momentarily, i'm still sad that its not working the original way..
Thanks for suggestingSorry man, I can't do anything to help :/
Personally I use Gadwin Printscreen. It runs in the background, and when you take a screenshot it saves it into a file of your choosing.
I find that in legions occasionally some of the pics turn out weird (like, things are missing from the image, such as people or terrain), so I just spam the button when I want the screenshot, then later pick the best one and delete the others.
http://www.gadwin.com/printscreen/