Quick follow-up on this one:
We’ve identified an issue (on our end) specific to multi-monitor setups where Video Screenshots on Windows may be disabled when Zwift is running on a non-“main” display (you can configure in Windows which display is considered your main display). We’ll have a fix for this in an upcoming game release, but in the meantime, you can work around this issue either moving Zwift to your main display, or changing your main display to the one where you’re running the game.