First up, welcome to the forum, @Mlevison!
Saving images/files to your vault under iOS is currently a bit more involved, I’m afraid, but it can be done. You’ll need the excellent app Toolbox Pro for it. It implements this concept called “Folder Bookmark” where you’ll permit Toolbox Pro to write files to another app’s storage space on iOS; Toolbox Pro then adds some actions to save files to those bookmarked locations. If you’re willing to try that:
Open Toolbox Pro (you might need the paid version), go to the Settings tab, then “Folder Bookmarks”. Click the “+” and follow the prompts. Find the folder in your vault in iCloud Drive where you want to store the images (i.e. your vault); either use the Vault root path or pick a sub folder. Give it a name, save the Bookmark.
Now you can use that bookmark in the the Shortcuts actions “Save Files To Bookmarked Folders” provided by Toolbox Pro — they accept files, photos, whatever. If you want to reference the saved file in a note, you’ll have to use the file name supplied by the camera or Notes.
That said: Built-in images/files support is on my roadmap, though. I’m currently aiming for v1.5.
Hope this helps, but if you need more details or have questions, I’m here!