I've seen some people have the same issue as me. You take screenshots in-game, but they don't show up in the screenshot browser. Or you upload a screenshot while you're still in-game, and in your friend activity it shows up as if it isn't linked to any game.

This is because, for some reason, the game doesn't have a proper screenshot folder in your Steam folder. Every game has an ID, which can be seen in the url of the game's store page. For Rusty Hearts, this is 36630. For the screenshots to be linked to this game, it would need to be located in:
"Program Files x86 > Steam > userdata > yoursteamid > 760 > remote > 36630"
Yet for some reason it doesn't get saved there, but in the "0" folder, which is also located in that remote folder. Simply rename the "0" folder in there to "36630", and that's it. Your previously saved screenshots will be in that folder. To find them in the Steam screenshot browser, you'll have to restart Steam first.

Unfortunately this isn't a permanent fix. Your new screenshots will still get saved in "0" every time, but now that you know where they should be, it's easy enough to move them to the right folder. Don't forget to copy the thumbnail within the screenshot folder too, or else it won't show up in the Steam screenshot browser.