The classic image stegonography technique is embedding bits in the least-significant-bit of each pixel, such that the differences do not produce visual changes but the information is preserved in the raw bytes of the file. The problem with this technique is that the encoded information will not survive a screenshot (since it’s in the LSB, the colors don’t actually change, just the raw bits).

In order to survive a screenshot (or even some of the common processing steps run after uploading an image somewhere), you would need to visibly change the colors, as you say. This could work but could also produce identifiable artifacts.

(Actually, now I’ve typed this out, I’m not sure if a LSB stego image wouldn’t survive a screenshot. I guess it depends on how the screenshot function is implemented — actually would be curious if anyone has tested this.)