How to Capture a Menu
There are a variety of ways you can capture menu items. This is one solution that will work on Mac or Windows.
Go to Application
The countdown will start. Click on the menu you want to capture. IMPORTANT - Don't click and hold the mouse. Click once to activate the menu and release.
Leave the menu open until the countdown expires and then just drag the capture region over the area you want to capture. The key is to not hold down the mouse button when you are opening the menu.