a quick search should help you answer your question. I think you will find this works:Don't work for Monterey.
Change where screenshots are saved Mac
- Press Command-Shift-5 to open the Screenshot app.
- Select Options.
- From the Save to section, select your preferred location.
- If you select Other Location, you can choose a different folder of choice or create a new folder.
Despite what some have said in this thread, you can deflect the show floating thumbnail option and the thumbnail does not show with the screenshot being immediately saved.