I think somehow your screenshot location got changed to revert it back to the desktop typing `defaults write com.apple.screencapture location Desktop`

There’s also discussion on this issue that could be related to finder slow to refresh or alternate locations for screenshots. 

- https://apple.stackexchange.com/questions/264463/capturing-screenshots-on-macos-sierra-is-very-slow
- https://apple.stackexchange.com/questions/49543/is-there-a-way-to-refresh-a-finder-file-listing

The common thread is a third party sync or backup program like Google photos, [box sync][1], Dropbox, etc...


  [1]: https://sites.box.com/sync4/