@viyoriya Yep, everything saves to pictures. And yes, the command line option works just fine - it's just a good bit of typing to get what you want. And yes, the error is peculiar.
Adding the screenshot applet in the panel is a fine option, and I've thought about that. I do the same thing with the Snipping Tool in Windows. Unlike the Snipping Tool, I have to navigate through some options with GNOME-Screenshot. The options make for some very precise output at the expense of time-in-operation. Eventually, I see myself doing the same thing I did with the Terminal - I have a keyboard shortcut (ctrl-alt-t, seemingly the universal standard) as well as having a docked application down below. All of this speeds up operation, but it's still not quite as good as having the actual shortcuts work as intended.
@brent UFW is an interesting suggestion. I don't have enough experience to cite the firewall as being the source of the problem. I thought the output was strange and restarted the computer. Afterwards, the warnings were limited to the same output you were receiving. However, as stated above, everything still works despite the warning. It would be better if the warning was not there, however.
Concerning the clipboard, I'm going to assume it's the same as in Windows or Mac - I assume the file floats around in the RAM and waits to be pasted into the relevant application? Furthermore, once something else is copied, the previous file is overwritten, etc. Don't know if Linux is any different than this, but I am confident in saying that if you're not pasting after copying, you're not saving.
The GNOME shortcuts page might be part of the problem. If you define your own shortcut, you tell the... I suppose it's a shell of its own, no?.. what application to find, and what keystrokes to register. If you look into the default shortcuts, the keyboard menu pops up instead. Perhaps this is where something is a bit rusty. Dunno - will have to play with this more this weekend.