For example ?
Just a few actually: disabling alpha test, depth buffer and lighting. All others are not constant during the execution.
Are screenshots supposed to capture what has not been flushed ?
Screenshots are supposed to capture what has been drawn so far.
And couldn't post-fx effects be added in a what-is-to-be-done-when-displaying list ?
PostFx are supposed to be applied to what has been drawn so far.
For the two last things, I could end up writing a rendering commands queue, but I don't really want to do that
I don't think this would increase performance. If you're drawing instantly or "just later" shouldn't increase any speed.
Drawing all at once enables to sort items to minimize rendering states switches. That's batching actually.