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but Ctrl+Click has no response

this can happen if you are trying to capture from an evil application that is intercepting keys it shouldn't be.
you could also try right hand ctrl key alone (no mouser click).

why am I not suprised at that from adobe...

Right-Ctrl doesn't work either.
A simple right click in the info part of the red frame works to show the menu - or clicking the icon, as suggested.