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I've set this:
gsettings set org.gnome.gnome-screenshot include-pointer true... but prtscn still refuses to capture the mouse pointer in the image.
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If you run on your terminal
$ gnome-screenshot -p gnome-screenshot do the screenshot including the pointer.
Create a new keybinding on your settings with this command and it should work.
See, I'm not a monster. I'm just ahead of the curve.
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