1. there is still the first point -- that the grab active window doesn't include the menu. Is that expected?
Because of the way grab active window works on windows vista and above, its impossible to grab menus that are showing.
That's because of the way SC has to flash the background behind the active window in order to grab it's transparency.
If you don't care about transparency at the corners of your windows, you can change this (which will also speed up active window capture), by disabling this option in the Window Capturing Options 1 tab.
You may also have to change the hotkey used for grabbing active window to a hotkey other than Alt+PrtScr, since the alt key there tends to close menuds.
2. Regards the grab selected region, I see 2 behaviors depending on whether how I trigger the capture. If using hotkey or quick-capture-bar, the app loses focus somehow and then the menu of course goes away. If I use the main window menu to trigger, it works OK.
hmm, are you sure this happens with hotkey use? my hotkey use for selected-region capture seems to preserve focus and doesn't close menu.