Sieghard,

          I just tried it on one of my machines that recently went to 1809, and got a message that "gaming features must be enabled" when I hit WinKey+ALT+PrtSc, and was presented a checkbox to enable them.  Once I did, the screen capture completed.  That's the first time I recall having that come up.

           In looking at Settings afterward, it appears this is part of Settings, Gaming, Captures Pane.   There's an entry there that starts, "Save screenshots and game clips in:" followed by the folder name, which happens to be Videos\Captures.

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Brian - Windows 10 Home, 64-Bit, Version 1809, Build 17763  

   Explanations exist; they have existed for all time; there is always a well-known solution to every human problem — neat, plausible, and wrong.

         ~ H.L. Mencken, AKA The Sage of Baltimore