Question: I have a Series 4 Apple Watch, but I cannot seem to get the screenshot feature to work. The steps I have taken are:

1. Enable screenshots through the watch app on my iPhone
2. Restart watch
3. Restart phone
4. Screenshot by pressing the digital crown and side button

When I try to take a screenshot, both the watch and my phone vibrate, but the photos do not appear in the photos app on my phone.

My iPhone OS is iOS 12.3.1 and my Watch OS is 5.1.3 (needs to be updated)

Answer: 
Oddly enough, just waiting has resolved this issue for me. 

It seems to have fixed itself.
In the Photos app on your iPhone:

1. Tap the 'Albums' tab.
2. Tap 'Screenshots'.
3. Scroll to the bottom of the list, your AW screenshots will be there.