How do I take a screenshot, mark it up, and save the screenshot with mark up to photos on iPad OS?

When I take a screenshot on iPadOS (latest), and then mark it up with my pencil, everything seems to work fine. Then I click “Done” and “Save to Photos” and you would think everything was great. But when I open photos, my screenshot is there without the markup. If I open view the photo, mark it up, then click Done, etc. the markup is saved. How do I mark up a fresh screenshot without having to go over to photos, open it there, and mark it up again?