There is a known issue with human female characters not visibly being knocked down (problem with the animation).
Try hitting Left Shift when that happens; holding it enables 'Show Sneak Cones', so if they get stuck on (sneaking when combat starts can sometimes do that), hitting Left Shift can clear it.
If you switch to Windowed or Fake Fullscreen display mode, you can use Print Screen to take screenshots. In Fullscreen mode, you need to use a program designed for DirectX games, such as the function built into Steam, or fraps (though it is primarily for video capture).
