All screenshots are saved to the Screenshot folder (which should appear in the Gallery), never to clipboard. The only time it's in memory and still not saved is if you're editing the screenshot (cropping, painting, etc.).
You can't "send" anything "to" Gallery - it's an app that shows all the pictures on the phone, unless they're hidden files or part of a directory structure with a .nomedia file in it. And, unlike Windows, screenshots aren't put in the clipboard.