Just saw what was wrong. I forgot to change one hard-coded variable.
Go to …\Unreal Projects\YourPoject\Plugins\Sharing\Source\Sharing
open the Sharing_APL with a text editor and change the following code:
File picFile = new File(dirpath.getPath(), "UE4Game" +"/" + AppName + "/" + AppName + "/" + "Saved/Screenshots/Android" + "/" + "Game.png");
to
File picFile = new File(dirpath.getPath(), "UE4Game" +"/" + AppName + "/" + AppName + "/" + "Saved/Screenshots/Android" + "/" + Filename);
Package again your game.
Just tested to my device.
But i will appreciate if you test it again in different devices too, as i have a limited number of them.
Your setup at the screenshot seems correct.