The only constraint in using SC in this case seems to be in taking any screenshot of an area of the screen which contains a system pop-out window - and there were 2 such instances in this case. SC couldn't take such a clip without closing the pop-out window first, every time I tried it.
How are you triggering the capture? Are you using Shift+PrtScr to do a selected-region capture, or just plain PrtScr to capture entire screen? If Shift+PrtScr, are you using the normal way to select a region which shows crosshairs that go from top to bottom and left to right of screen? Or are you using RedBox mode?
The motivation for these questions: Unless you have changed the region-capture mode to RedBox mode, SC should freeze the screen before engaging region capture mode. One possibility for what you are seeing is that the keystrokes to engage the capture are closing the pop-up message before SC engages.
Can you do a few more experiments and see if you can figure out a few more clues?