If you pressed Win + PrtScn but the screen didn't dim, you might have Focus Assist (Do Not Disturb) turned on, which suppresses notifications but shouldn't block the save. However, check the folder anyway; sometimes the dim animation fails on high-performance monitors.
If your C: drive is running out of space, or if you want screenshots to save directly to a cloud folder like Dropbox, you can change the default location for the Windows Key + PrtScn method.