@leocg Thanks but that's not how it works on Macs.
I just checked, and it seems it's an Apple issue, as they're being saved in the wrong folder whether I take it while in Opera, or not. So I'll now ask the Apple forum...

@leocg I have seen this symbol.

Fixed in 54.0.2907.106:
DNA-70189 Snapshot captures only currently visible area when scrolling

Theme can be closed now.

@leocg

Thank you for the confirmation.

I didn't think it an option but hoped maybe it was hidden. Now I know it is not, hopefully, this will become an option one day.