If upload images is NEVER, then no photos/screenshots should be uploaded to Strava. If you’re getting an uploaded screenshot, then that setting is broken.
Post feature update on AppleTV, Zwift will auto snap two screenshots now, one w/HUD and one w/out. The screenshot w/HUD is the default upload unless you change it when saving the ride. Before the update, the single automatic screenshot was one w/out the HUD.
If you manually take screenshot during the ride, they will get uploaded as well. I seem to remember that manual screenshots from a PC or MacBook the screenshots will be w/out HUD. But if from AppleTV or iOS, they will always have the HUD. Also, there is a limit I think to the number of manual screenshots you can upload. 5?? I never take manual screenshots. So, I might be a bit off on this part. Lastly because I switched to Apple TV, I am unsure of the behavior of the PC and MacBook post feature update.