After OS X El Capitan, version 10.11.2, my screenshots disappear
If the location has been changed, then typing this in Terminal
defaults read com.apple.screencapture location
will show you where it's currently set to.

If you haven't changed it, i.e. it's still set to the default Desktop &amp; has never been redirected, it will error with
The domain/default pair of (/Users/[user]/Library/Preferences/com.apple.screencapture, location) does not exist

If it doesn't exist &amp; still doesn't save to Desktop, then try resetting it to there with
defaults write com.apple.screencapture location ~/Desktop