So, I just discovered via looking at all the controls options that alt+z hides the UI and F11 takes a screenshot that goes into a screenshots folder in the game's main folder. I mean, if you're playing from Steam, then you can always use the Steam F12 to screenshot, but if you don't have it on Steam, like myself, this might be handy.

Also, I love Egypt. Also, I have a monocle now.

Yeah my Steam screenshot key just gives me an all-black image. It's annoying, I don't want to play in windowed mode but that's the only way I've been able to get it to work.

Meh, I like borderless windowed/ fullscreen windowed anyway for most games because it's much easier to alt-tab or to switch focus to my second screen, and there's no visual difference anyway. Did you try TSW's built-in F11 though? Maybe that will work without black screen.