For starters, I never understood what point there is in showing a trade capture in ban appeals, BEFORE the trade actually went through. What prevents one from just closing the window thereafter, canceling the trade? So, my suggestion: In the trading window, prevent the "Trade" button from closing the window automatically. Let the player close it with the "Cancel" button. Alternatively, add a "Trade and close" button, in addition to the "Trade" button. This will give players the ability to capture their trades AFTER they went through, verifying the trade HAS been done and not canceled after the capture.
Screenshots are not mandatory to prove innocence if wrongfully banned. They can just help to speed up the investigation. Admins have their own tools they work with so we don’t have to change the trade system which could lead to bugs.