So recently I was trying to figure out why screenshots were not saving to my screenshots folder. I noticed to create a file within the Screenshots folder that it required administrative privileges. Windows is really odd when it comes to it's Program Files folder(s) (x86/x64) if you have anything installed within those directories(s). Windows doesn't like to have any action happen unless its with administrative authority. The only security/permissions change your making here is to the screenshots folder specifically.
Go ahead and navigate to your Vanilla WoW Directory (be careful not to click the Blizzard downloader).
Right-click your Screenshots folder
Go to the Security Tab
Click Edit.
Within the Edit window click Add.
Within the Add window Type Everyone
Click Check Names.
Hit Ok.
Click Apply
Click Ok.