cant locate screenshots in Ventura

In addition to what dialabrain said:

• there are different locations you can choose for screenshots and for screen recordings. Maybe you set it to Desktop for one but not the other?
• try selecting a different location for your screenshots and see if that makes a difference. (FWIW, the Desktop is a poor place, as it gets easily cluttered with all sorts of files; if I may suggest, create a new folde on the Desktop, name it something like "Screenshots" or whatever, and use it)

Shift-cmd-4 should not go to the clipboard. It allows you to screenshot a window or a user-defined area.

Shift-cmd-3 takes a full-screen screenshot of every display individually.

Adding control to any of the shortcuts puts it on the clipboard.

As Barney said, Command-Shift-4 should not put the screenshot in the clipboard, unless you either:

selected Clipboard as the destination using Command-Shift-5, Options, Save To: Clipboard (*);

or

you changed the assignment of the shortcuts in System Settings->Keyboard, Keyboard Shortcuts, Screen Shots.

(*) this would affect Command-Shift-3 as well, so if that is not going to the clipboard, this is not what happened

Did you try toggling the setting on the Screenshot options?

Try booting into Safe Mode then restart normally. Sometimes that will fix anomalies.

Use safe mode on your Mac - Apple Support

Any chance you have Dropbox installed? It has a setting that will "steal" screenshots.

What keyboard shortcut are you using to create the screenshot? If you are adding the control key, it puts the screenshot on the clipboard, but doesn't write a file.