There seems to be a bug with DOF when using e_screenshot. I was able to capture the DOF using printscreen. However, DOF does work with captureFrames command.
The following screenshots were taken within the Sandbox 2 Editor using e_screenshot 1. Each screenshot was taken at 2560*1440 and was then down-sampled to1280*720. This process reduces aliasing. In order to remove the Dev information in the Editor, r_DisplayInfo was set to 0. The sun was used as the default light and intensity set to 10.