Vanguard is making screen shots of your game. As a security measure, EntropyPlus disables it's visual features in order to provide a "legit" screen shot, however if you are using skin changer and(or) zoom hack these will still be visible on the screen shot. No reason to panic, Vanguard often takes screen shots of games it's how the AntiCheat works, it happens to everyone and it was often discussed in our Discord as well. I am actually surprised that this is the first time it happens to you because they implemented that couple patches ago.