F12 is default screenshot key for STEAM, check in STEAM interface if is correct assigned.
Dont assign this F12 key in game interface, there can be used any key- other than F12 (used by STEAM) and PrintScreen, this key is bugged, cause micro pause and don't save the image. Any other work.
If use game key, screenshot is not saved in STEAM, but in Documents\1C folder.
In STEAM interface click in VIEW > Screenshots to check if they are saving or not.