"Select Location in OneNote" has gone

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OneNote's keyboard shortcut for screen clip or screen grab has changed and the "Select Location in OneNote" option is no longer available.

To clip content and paste into OneNote you can still:

Press + SHIFT + S and your screen clip is added to your clipboard so that you can paste it into any application, including OneNote.
Use the OneNote web clipper browser extension to quickly clip all or part of a web page to OneNote. Get the extension for Microsoft Edge or Google Chrome.