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
The problem is, most game devs are lazy and would rather offload the expensive compute required to catch cheaters onto the client instead of coming up with server side methods that work. I follow a game dev on youtube, and that’s one of the things he goes on about at times. Dude is a security researcher and had a lot of time doing that for Blizzard, so I’m pretty sure he knows his shit.