It's quite possible, simply press the photo shutter button while video is being recorded and you'll get a jpeg photo. The Jepg is recorded in the same aspect ration/dimensions as the chosen video mode. If you look above the big red/white record/stop button in DJI Go, you'll see that the icon for switching between video/photo modes changes to another shutter button when video recording is running - you can also press that button to take a still.
As to it not recording a photo, I'm still running DJI Go 4 4.0.8 with the a/c on firmware .0330 (RC .210) and it works for me. If it's not recording a photo, are you sure you're pressing the shutter button - there have been times when I've thought I've taken a still, only to find none has been recorded because I'd accidentally pressed the "pause" button instead of the shutter button

- it's easy to feel for and get the wrong button on the right hand side of the RC