It’s because your visual studio is running in a higher level (permission wise) than your greenshot instance.
for a one time test, close Greenshot, and run it as administrator (right click on the file, run as administrator).
As a more permanent solution, you can just set the compatibility mode for the file to be run in admin mode, and then when it’s started on start up it should capture your VS instances as well :).
Edit:
Just in case, you can easily figure out if anything else is wired to a shortcut by doing the following:
