Is that possible? I tried the other day and I didn't find any picture on the SD card, just the video.

I've been told to always film my flights in case anything happens, but doing so prevents from taking pics...

Cannot do these two things at the same time.

But you could pause the video clip playback later on your computer and take a screenshot.

Yeah, it won't let you do that.  If you're shooting video, you can't take a still photo.  Though it's worth noting that if you're filming at 4K resolution, then each individual frame of your video is basically the same resolution as if you had taken a still photo, and a video capture frame can look pretty good.

For example, here's a still photo I got by compositing some video captures (note, this is downsampled from the original image, which was 4K in size):
http://forum.dji.com/thread-106983-1-1.html

Note that to go from video frame to a still photo, you probably don't want to do an actual screen capture per se.  Why?  Because, unless you actually have a 4K monitor to play the video on, what's on your screen will be under 4K resolution even if the source video is 4K.  If you want to get a still shot from a video, while maintaining the full pixel-by-pixel quality of the original, then don't do a literal "screen capture"-- instead, use some software that has the ability to do frame grabs from a video.

For example, Adobe Lightroom is good for this.  If you add your video to your Adobe Lightroom video, you can pull it up in that app, and it has nice controls that allow you to step through your video frame-by-frame, and when you find just the frame you like, it lets you export that frame as an image file-- at the full resolution of the source video, regardless of what screen resolution you're viewing it at.

You can always request this feature via the DJI Go 4 app feedback section, under Me.

Thanks for these info, I'll try Adobe Lightroom and I'll make a suggestion for DJI

Mavic doesn't support to take pictures during flight. You can shot a picture first and then switch back to the recording if you like.