You can alt + tab and paste it without closing the game.
I will try this, thanks for the suggestion.
I have to admit, when I found out that the Vanilla game did not provide for HUD-less screenshots, I really was like: "o_O Eh? Seriously?" There are so many fan-driven gaming web sites out there gathering around image shares ... how could you miss this phenomenon.
PC version, here. Allow me to elaborate on my suggestion a few posts earlier. I am using fraps. I bind the screenshot key to, say, F12. I set the screenshots folder to be, say, d:\share\ss\w3.
I do not have to alt-tab out of the game, open Paint, ctrl-v, save picture. Just press F12.
I have set up the HUD in such a way that it does not show up unless I am hurt or in battle. If this does not help, I resort to the debug console enabler, as mentioned above; check nexusmods.com.