<aside> ℹ️ TLDR: your external screen may not support 2x scale resolution. If you want to capture a high resolution screenshot, first move what you need to capture to your default MacBook screen first and then take a screenshot there.
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Here are what you need to know about screenshot behavior on macOS.
Screenshots when taken on your primary macOS retina display are 2x scale by default.
This means when you drag an area of 200x200 on your retina, the output screenshot size is 400x400 pixels.
The area you drag when taking a screenshot:
The actual screenshot image dimensions:
If you take a screenshot from your external screens that does not support 2x scale. Your screenshots will be saved at 1x scale.
On a retina screen (any MacBook have a built-in retina screen), it looks blurry.
Conclusion: if you want to capture a high resolution screenshot, first move what you need to capture to your default MacBook screen first and then take a screenshot there.