Maybe the answer is don't use region select mode when trying to capture menus?
Or if you want to capture a bunch of the same regions with different menus, do a region capture first, then with each menu trigger a repeat-region capture, which doesn't require interaction so should capture the menus (as long as you dont use an ALT press in your hotkey).
- very helpful suggestion for me. I have cross posted it to Re: Ability to take screenshot of Admin windows? (Win7+UAC)
That could be a trouble/time-saver.