Hmm, I've never seen this problem before. Maybe remember how many screenshots are in the folder, then take a screenshot in FH and see if the number changes at all.
Or, you can check the other FH folders to see if it showed up anywhere else somehow. Do you have another Feralheart folder anywhere/a folder titled Feralheart? I remember I didn't know how to uninstall and reinstall and stuff and had one FH folder in my Documents, and another where it was supposed to be. Was very confused until I figured out all my screenshots went into the My Documents FH and that Feralheart was running from there... I guess just search around.