They've only just finished flowering, so I would expect in the next couple of weeks max. I'll just check mine, hang on . . . . . . oh, most already gone, fallen from the old calyx already. There's your answer, very soon after the flower's over. They colour up dark, and fall quickly, so a fine mesh bag over the flowering head soon after the flowers fade might do it.

Ta, the seeds on mine are still green and inside the calyx. Odd that they fall so quickly and yet I have never found any self sown ones round the plant and that is not because they are weeded out. I don't weed.
Shall try sowing them now even if they are still green, but loose in the calyx.