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Ddey65
Maybe that the captures are stored in the program's folder? Else you may try to do a search on PDVD*.* on your whole computer, to find these, as the program gives that prefix to its captures if I remember well.
I tried that, and it didn't work. Sure I found some pics that had the PDVD prefix, but none of them were the ones I took screenshots of. I can't even find where the program's folder is.