This feature is under Settings → Advanced features → Motions and gestures
Make sure Palm Swipe to Capture
Click on it will show you animation of how to do the capture.
In addition to the other very good suggestions, you could have a look on the Play Store for an app called; Screen Master. It's available both as free or paid.
It's highly customizable, & you can decide the quality as well as the storage location.
It places a very high or virtually invisible icon on the screen & you can move it anywhere you want, or lock it in whatever place you want.
Here's a screen shot of icon, which will "hide" off to the edge of the screen after use.