Vanguard takes screenshots of your PC every time you play a game. Every time you play a game a function is called to screenshot your PC’s screen, in case Vanguard thinks you might have something suspicious, it screenshots your ENTIRE PC screen (all monitors).
Edit: Not trying to spread false info this was shared to me via a friend and there is other data to back up that this is real https://www.unknowncheats.me/forum/anti-cheat-bypass/634974-vanguard-taking-screenshot-pc.html
https://www.unknowncheats.me/forum/valorant/484475-vanguard-screenshots.html
Just last year I was at a security conf and they said the biggest threat to security right now is anticheat software, especially that owned by state actors. The venn diagram for people with anti cheat installed and people with admin priveliges and SSH keys for work installed is almost a circle.