There may be a mode to do this using the existing screen capture, I have not tried all the combinations, normally it saves either the entire screen or a region based on the key combo, but as far as I have tested does not copy to the clipboard or autopaste.
I press F11, select the region and click and then Ctrl-V paste the image into Claude or Codex CLI.
Does this not work on macOS?
I googled "capture screen region on macos".
TLDR; works on macOS (you set it to capture to clipboard instead of PNG). And then press Cmd+V in your LLM CLI ...