I use Federico Viticci’s Apple Frames shortcut for framing and combining iPhone screenshots. It’s an insane hack that works brilliantly until something with iOS or Shortcuts changes and it breaks. Then you wait for Federico to fix it.
When Apple Frames doesn’t work, I use Picsew. It requires multiple steps for framing and combining screenshots, so it is slower than Apple Frames and clutters my Photos library more than I’d like. But it always works.