Most Windows 10 Mobile users should be familiar with the redundantly named Windows Feedback app, which functions as Microsoft's primary ear for listening to user comments on its new Windows 10 family of operating systems. As it turns out, Cortana also has her own separate feedback facilities that function in an entirely unique way.
There are two ways (that I've found) to actuate Cortana's dedicated feedback mechanism. First:
The second, less conspicuous method is through hitting the little chat bubble button on the bottom right of Cortana's search prediction. Bear in mind, this button only shows up whilst your typing a query.
While crude, the placement and timing of this button makes some sense. When typing a query, a list of predictive search results obscures the otherwise universally accessible hamburger button, which you need to access the feedback mechanism using the first method.
Unlike the Windows Feedback app, Cortana's feedback mechanism doesn't ask you for problem or suggestion, but instead asks you whether your comment is one of "Like", "Dislike", or "Idea". Of particular note is the screenshot check-box. that's found beneath the aforementioned categories. Presumably, this attaches a screenshot of "something" to your feedback comment.
What exactly this screenshot turns out to be, though, is anyone's guess. For whatever reason, the feedback system doesn't actually show you, or give you any sort of indicator or option to control, what screenshot gets sent to the brave men and women of Redmond. Logic suggests it is taking a screenshot of the thing you were last looking at before you invoked the feedback mechanism, but I can't even say that for sure.
So does it grab a screenshot of whatever was behind the hamburger menu? I guess so. But isn't the whole point of a screenshot to capture "whatever is seen on the screen, including visual glitches or possibly even problems with the hamburger menu", rather than "whatever Microsoft deems is convenient for the publicly traded company to look at?"
Heaven forbid it takes a screenshot of your feedback comment and the screenshot check-box. I'm dying of laughter contemplating the possibility.
Update: This examination was done with OS build 10586.29 and firmware revision 01078.00027.15506.02004, which is currently shipping and updating with the Lumia 950. This Lumia 950 is not in the insider program. Thanks to members who contributed to the discussion below.