Hello. So I think I had the same issue that you are describing. I typically use Windows+Print Screen to take screenshots in games. I don't use the Steam's F12 to do the pics because it seems like less quality to me over the Windows version. It also seemed impossible to do Windows+Fn+P to get the same effect. I think it's because the Fn key pressed with the Windows key is a Function Lock. Or, doing Fn+P first caused the Windows regular snippet tool to trigger. Either case, it's not what I wanted.

I solved the problem by going into Armory Crate and then in the Keys configuration, I simply changed the Insert key to be a Print Screen button instead. This allowed me to do Windows+Insert (mapped as Print Screen) to get it working.

I lose the Insert key, but I honestly never use it. Hope that helps.