Open Finder
Click Desktop in the sidebar
Look for files named “Screenshot” followed by the date and time
Use Spotlight Search and type “Screenshot”
Check the default screenshot save location in Screenshot settings
Press Command + Shift + 5
Click Options
See the Save to section
Open the folder shown there
Check the Downloads folder if the save location was changed
Check the Desktop if the save location was not changed
Use Finder search and filter by kind: image
Search for “screen shot” or “screenshot” in Finder
Check the Trash if the screenshot was deleted