1. It seems that saving as GIF doesn't work.
- Use PrnScr key to do a screen capture.
- Paste into XnView with Ctrl+Shift+V.
- Select Save as... and choose GIF format.
- Browse to any folder and save the image.
- The image won't be saved.
2. When you close XnView it will clear whatever you have on the Clipboard. I guess this is not the expected behavior.
I got these two together. As you can imagine, after realizing that the image wasn't saved I tried pasting it again and it was gone. The Save as... bug might happen with other formats as well.