For anyone still experiencing this, I appear to have resolved it (for now at least, I haven't rebooted yet). Open the Snipping Tool from the Windows screen icon (i.e. not Windows key-Shift-S). Then click on the 3 dots at top right (when you mouse over, it says See More). Click on Settings. In my list the second option Automatically save screenshots was set to ON. Change the setting to OFF. Now when I use the Windows key-Shift-S, the screen grab remains on screen and allows me to edit it.
Those auto-saved screenshots were being stored in (in my case) the One Drive-->Pictures-->Screenshots folder which I can now cleanup as I wasn't aware they were being saved somewhere, since MS didn't tell us about the change of behaviour.
Hope this helps
Scott
PS I tried to submit a screenshot of the settings menu but it failed to update !!!