While "Save As" allows to save with protocols like "fish:/", it does not remember those remote locations the next time the dialog is opened (it does work for local files, though). Also, selecting a remote location as the default save location in the configure dialog shows an error upon saving a screenshot in the end ("Unable to save image. Could not upload file to remote location.").
This is a KIO issue, not Spectacle.
Do you still experience those issues?
Testing with current git master of Spectacle and KIO, the "Save As" dialog now remembers the remote location the next time it is opened. Let's consider the first part fixed, then. Still, setting a remote location as the default save location continues to fail upon saving a screenshot. The error message is different now, though: "Cannot save screenshot. The save filename is invalid."