OMG! I loaded a savegame before the last dream sequence. I picked up
the picture as I did before, but now I am back where I was before that
dream sequence (in the ship).

It just was a little bug. Because I stayed at the entrance after picking up
the picture. Now everything works fine.

Thanks a lot for your quick help :-)

I still didn't figure out, where the screenshots made in the game are
saved. There are some .bmp files in the "save" dir but I didn't make them
by myself, so I guess, its not the correct location.