Windows 10 shortcuts - onenote vs cortana
OneNote was updated in Oct 2013 and changed the shortcut to following on systems running Windows 8.1 and greater.
Windows + Shift + S
Source
Here is a crude animation showing that OneNote's screen-clip functionality still works on Windows 10 using the shortcut Windows+Shift+S. The only thing that is not shown, which I am unable to show, is the S being hightlighted on the on-screen keyboard since OneNote which is installed on my computer captures the shortcut before its displayed on the on-screen keyboard.
This turns off the Windows built in Win+S shortcut (removing it from Cortana), additionally a value of "SR" for instance would also disable Win+R (run).
[HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\Advanced]
"DisabledHotkeys"="S"
After setting this registry key restart Windows and Win+S will work for OneNote again.
I'm not really sure why so many people who don't know the actual answer to a question still choose to chime in, it's kind of frustrating how often I end up on Stack Exchange these days only to discover that people are providing misinformation or useless conjecture.