and you will come "full circle" with your last comment: "Only part of the page (the bit you want) is captured. The whole page isn't captured using these methods."

That is correct. However, in my experience, Firefox add-ons, such as Screengrab, will only capture the web page that Firefox is currently displaying. They will not capture a Windows OS dialog or an error message that is displayed by a program -- these are seen by the user as superimposed upon the output that Firefox is displaying. For an image that contains them, you need to make a "screenshot."