It is possible that the entire page capture method might not work an all pages. We see 3 possible explanations:
Color-rich web pages: When creating a screenshot from a color-rich web page, your computer's memory can max out. If that is the case, try to capture a web page with a smaller color palette, hence reducing the screenshot size & weight.
Pages with a non-scrollable main
<body>: If the main body of your website cannot be scrolled, the entire page capture won't work. If you're the web master of the website, fix the HTML by ensuring that the body is scrollable.
Unauthorized pages: This kind of pages do not allow any form of capture, including the entire page capture method. Read this article about the types of unauthorized pages.