https://forums.zwift.com/t/no-hud-in-screenshots-for-mac-pc/16726?u=lin
Furthermore, all screenshots on all platforms appeared to be disabled for at least a day. I say this because I did not see a single Zwift ride photo appear in my Strava feed yesterday. They were probably sorting some related bug(s) out. As of this morning, I am seeing screenshot uploads again.
Lastly, I don’t know if you’re on Android or iPhone, but using the iPhone Companion app to take pictures manually results in the pictures also being saved to the phone’s photo album. All such photos have the HUD information.