When I use the print screen key - PrtSc - I get the option of where to save. That works fine.
However when I shift-ctrl-PrtSc I hear the picture being 'taken' but I don't get a chance to specify the location.
I have checked the following locations and they do NOT have the screenshot:
My Desktop
My Documents
My home directory

Shift-Printif you want a prompt to save? And I think the out-of-the-box default for gnome-screenshot is (or was) ~/Pictures. – user25656 Feb 14 '13 at 3:05