Try repairing or resetting the Snipping Tool app and see if it resolves the issue. Click the Start button > Settings > Apps > Installed Apps > Scroll down and ...
Try checking if your antivirus/security software setting blocks screen recording tool to fetch desktop recording or producing the video file on the hard drive.
Go to Settings>Apps, tap the Menu button and then Show System, and look for Screen Recorder -- is it Disabled? If so, make sure to Enable it and then try again.
Most screen shots are take by volume down and power button at the same time, in some cases it's the home button and power button pressed at the same time.