The default file name (which most people don't change as I observed) contains a :, a caracter which isn't allowed in fat32 file systems. When you try so save the screenshot, you get a error message but no possibility to change the file name since xfce4-screenshooter then crashes.
Workaround: Change the file name before saving but every time you forget about that issue, it's pretty annoying.
Proposed fix: Change the default file name to one without : in it.
Add "timestamp=false" to the ~/.config/xfce4/xfce4-screenshooter config file to have it generate a filename with no timestamp. See: https://forum.xfce.org/viewtopic.php?pid=35263.
Will probably be fixed when 8445 is fixed.
*** This bug has been marked as a duplicate of bug 8445 ***