Torpex;
when you save a pic (Ctrl+F12 IIRC or F11) you should see the exact location indicated in your crew dialogue box. The same dialogue box where you see all your text versions of your crew responses/reports etc. That will show you exactly where your pics are going.
If you are not seeing it there then you are probably not using the right key combo to take the pic.
I'm running TMO 2.0 and the drive and folder are always shown when I take a screenshot.