Try, in Terminal, running:
screencapture -s -t jpg -c
...then dragging out your capture area. The switch to finder and from the "Edit" menu select "Show Clipboard". You'll see that you have your image in JPEG form. But it has no name, and there's no facility to add one, because the Clipboard holds one thing and that thing is the image you just copied there.
You might be able to get round this in KM by using a "Named Clipboard" and setting the name of the clipboard you use to the timestamp -- I don't know, I haven't played with Named Clipboards yet, and you may not be able to change the name programmatically.
A file has a name, not something on the Clipboard. An image in a PDF doesn't have a name, it's just a collection of pixels/lines, so any timestamp would have to be added separately. For email, that's Mail translating what you pasted in to a mail attachment -- it converts it to a tiff even though you gave it a JPEG, and gave it a default name because files have to have names.
So, from what you've described, it sounds like what you really need to do is automate the saving of the screenshot to a named file on disk then the insertion of that file into the program of your choice. Saving the screenshot to a file named with the timestamp is the command I gave you above, how you do the next step will very much depend on the program you are aiming at.