I have the same problem as @Ryan-Bright on my laptop. It doesn't make any difference which monitor I try to grab a screenshot from, if the DisplayLink adapter is plugged in everything turns dark orange. I've tried using the snipping tool, and also a regular print screen. Here are some comparisons with/without on my native laptop screen:
I'm running f.lux version 4.55
I'm running a (Dell 4-in-1 Adapter) which is the DisplayLink using drivers 8.4.3005.0
I've got an nVidia GeForce GTX 960M graphics card using driver version 18.104.22.16877
I've already applied the EnableGammaRamp registry key set to true, restarted laptop and it didn't seem to make any difference.