here’s a workaround to rename the files afterwards.
All you need to do is to navigate to the directory and run the following command
rename 's/\:/\-/g' *.png
This will replace all colons with dashes in all file names ending in .png of the ones present in the current directory.
Take all the screenshots you need, and when you’re done, use the power of the CLI to replace those colons to hyphens en masse.
You can even take this one step further. A simple script stored somewhere in your home folder that you can just double-click and it will quickly do the renaming for you in one go:
rename 's/:/-/g' $HOME/Pictures/*.png
Set the execute bit (i.e., right-click the script in the file browser, under Properties/Permissions, put a check mark on the box beside Execute) and you’re done. The screenshot tool defaults the Pictures folder as target, so you may just as well affix the target location in the rename command to the Pictures folder.