Please check the Xray Exploratory App (https://www.getxray.app/exploratory-testing). This is an Exploratory Testing tool with several features, including screen capture, and integrates with Xray (if you have a valid license).
Also, if you prefer a more straightforward approach, copy/paste shortcuts work with Xray in several places, such as the Test Details screen, where you can paste an image as evidence to attach to the Test Run (of a Test Execution). In this case, there are a few small apps that can provide screen capture options (such as writing, cutting, etc.) so that you can capture, cut, and comment on the image. Once you have the capture prepared, just press CTRL+C, go to the Xray Test Run page, and press CTRL+V and Xray will ask you where you would like to save the evidence, globally or in a specific step.
I hope it helps.
Any additional questions, please get in touch with Xray Support (http://xraysupport.getxray.app); we would gladly assist you.
Rogerio Paiva [Xray Support Team]
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