Mac OS X version 10.14 came with a lot of improvements - one of which was the additional tooling to the screenshot app.
A default feature of this new tooling was displaying a small thumbnail for a few seconds in the lower right corner. The problem is that the system waits 5 seconds before the file is created.
If you take a lot of screenshots the 5 second delay feels like an age. Luckily you can disable it.
- In the control bar that appears hit "options"
- Uncheck "Show floating thumbnail"