Owl,
I think I mis-spoke saying "recording" a website. Shift+Command+4+Space-bar does capture a window on the screen to a PNG. It is in the instructions you sent.
"Capture a window or the menu bar
Press Shift-Command-4, then press the Space bar. Move the camera pointer over the window or the menu bar to highlight it, then click."
But now, since I posted this, I have realized the problem is when using view option of "Stacks" and setting "Stack by: Kind" on my desktop. The screenshots are all being captured as the name "Screen Shot <date/time>.png" but some are being classified, or sorted, as "Images" and others as "Screen Shots". I was looking for the screenshots under the stacks folder "Screen Shots" and missing the ones under "Images". That is the actual problem... I don't know why some of the screenshots are sorting as "Images" when using "stacks" on my desktop.