The only way u can save it is to load the file then open it..after that quickly open task manager and screenshot it from there😈..ur welcome

I just tried it now. There's no way you can do that. Not saved on local file, Not screenshot, even screen recorders can't capture it.

Cut the connection immediately then screenshot or go find it in the cache (telegram) folder

If you're on the phone go to telegram folder on your phone then Telegrampictures then sort by date then check the top results