I do not know if this is still relevant, but I’ve found another way (probably a change of 4.25)
There is an option to override file name in the GetHighResScreenshotConfig()
here is an working example:
FString FullFileName = "C:/Temp/temp.png";
GIsHighResScreenshot = true;
GetHighResScreenshotConfig().SetFilename(FullFileName);
FScreenshotRequest::RequestScreenshot(FullFileName, false, false);