I done exact the same configuration as you (except that my side mate-screenshot do not take -c param) and it's working.
The only thing, is that i have a other key combination than you for the windows screenshot (Shift + Win + S) :
Insure that you didn't left capslock or something
If you are unable to make it work this way, create a script like this :
sudo nano /opt/screenshot
Write there :
make it executable :
sudo chmod +x /opt/screenshot
and inside the shortcut call your script with the key combination you want :
If it's still not working, I can advise you to install a other screenshot tool (like flameshot) and try doing the same as with mate-screenshot. If you still have issue with flameshot, means something is disturbing this shortcut to work.