Where are the DH parameters in a Server Exchange Message?
From the screenshot:


EC Diffie-Hellman Server Params
Curve Type: named_curve
Named Curve: secp256r1
Pubkey: ...
Signature: ...



This tells us the following: You used a key exchange with ECDHE. They key exchange used P-256 (the elliptic curve, aka secp256r1) and the given value describes the public ECDH key and the signature on this value.

The paramters you are looking for are hard-coded for P-256 and documented in several places (for example in this PDF). The $g^e\bmod p$ you're looking for is the Pubkey which is mentioned in the screenshot.