Re: Something changed
It would only save the captured images to a temporary folder, if you shut down the computer without exiting HyperSnap. This was done because when you shut down computer, it cannot ask you if you want to save the captures. In such case, when you next start the computer and then HyperSnap, it would re-open the saved temporary files, to remind you of them and to give you opportunity to save any of them as needed.
I don't know what you changed in your work flow. Maybe you now exit HyperSnap before shutting down the system? In that case, it asks you if you want to save anything before exiting, and if not, won't save any.