The following key combo doesn’t work:
[Win] + [Shift (left)] + [S] - nothing happens.
Normally, if you started Microsoft OneNote at least one time, it should put you into a “Create screenshot state” where can select a rectangle with the cursor and it opens a OneNote window allowing you to select where to store this screenshot.
This happens with connected pogo pins as well as in Bluetooth mode.
When using [Win] + [Shift (right)] + [S], it works as it should.