Sorry that you are having difficulty, but it's really not hard at all. You have several options:
- Click volume down and Bixby key at the same time quickly.
- Enable palm swipe and you can capture by swiping the edge of your palm across the screen.
- Screen capture is provided in many Edge panels.
- "Hey Bixby, take a screenshot"
"When I do that it just takes me to the power off/ emergency mode screen"
You are pressing the Bixby key too long and you aren't clicking the volume down button at the exact same time. You have to click both at the same time.
Also in Settings -> Advanced features -> Side key, you have it set to "Power off menu". This isn't a bad thing but it explains why your long press on the Bixby button is popping up the power menu.