Something odd must have happened as nothing has changed in this regard.
The thumbnail panel always shows the screenshots whereever they are being saved to, so you don't have to remember to set the directory.
There are a couple of things you can try. If your thumbnail panel isn't even visible at all, then you just have to enable it. But I'm reading your post to say it's visible just not showing new screenshots.
Try clicking in the thumbnail panel and hitting F5 to refresh it.
If that still fails, I'd like to suggest you try a reboot. The thumbnail panel is basically an instance of windows built in file explorer, and there are some rare cases where that will fail to update, and a reboot should rule those out.