Interesting situation. In SC, I went to the Go to ... change screenshot directory and tried to create a new folder off the desktop. Unfortunately, I went to quickly and the resulting folder was named 'New folder (2).' There I captured a screenshot.
Realizing I made an error, I tried to correct the folder name, had a problem and wound up using a file manager to rename the folder. SC now shows the path across the title bar as ...Desktop\New folder (2)\MergeLetter.png. Any effort to use either the Go to menu or the thumbnails on the left produce an error - ERROR Saving File: Cannot create file '.Desktop\New folder (2)\MergeLetter.png' The system cannot find the path specified.'
Using either File - Exit or clicking the X at the top right produces the same error. Only way out is to use Task Manager.