I only answered part of your question as to why you can’t see see the screenshots setting option.
A quick search on this forum provides this possible answer:
I normally have pictures downloaded on Strava but just turner Partner Integration to disabled.
I then did a quick RoboPacer teleport and coast ride and saved activity. Didn’t get my usual saved pictures and received this Strava screen instead:
I then enabled the Strava Partner Integration option and the screenshots are now included.