Did you delete them while looking at the contents of the screenshots folder, because they should go to the recycle bin. I just tested this with a few screenshots and they are in the recycle bin. Did you explore the bin?
One thing to consider, if you right click on your recycle bin, then go to properties. There is an option there to not move items to the bin, but rather delete them immediately. If this option is checked, I don't think it's possible to retrieve them. I leave that option unchecked because if I accidentally delete something important, it is possible to get back (unless you empty the bin first)