By default, on a Mac, screenshots taken with Shift Command 4 are saved to the desktop. Very often they are renamed there, very often copied to other folders and renamed.
The Mac has a great way to find all the screenshots ever taken on that computer.
Open Finder, In the search box (Search) write:
kMDItemIsScreenCapture:1
and press Enter. All screenshots taken by the Mac will be displayed in the same window.