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You cannot take screenshot of a protected screen and storage will deny to save the screenshots,
For such content you can only take pictures you can't take any screenshot of that and Storage will not work in order not to save that screenshot.
Also you cannot take screenshots of telegram secret chats, applock pattern/screen privacy protection pattern page, hidden folders or images using privacy protection in messaging, gallery and file manager.
Do understand what we have said, and we add tag after we have answered for the query, not just to close and we attend the threads even after tags.
Incognito is also a protected screen or feature of chrome so when you are in that incognito tab screenshots/screenrecording will not work, you can try closing the incognito tab and open regular tab of chrome and check screenshots/screenrecording will work fine.