I was a long time unable to get a screen snapshot showing pull-down menus and other similar things.
I discovered that the MATE panel app "Take Screenshot" has a "countdown timer" (a.k.a. "Grab after a delay of ...") before taking a screenshot, so I now use that. Start the countdown, by using settings like those shown below, then do the menu or right-click to show the desired context-menu/display and wait for the snapshot to pop up with the "save" window.
You can adjust the delay to give you the time you need to set up what you need to show/capture.
Thank you, Andy, for bringing that to my attention.
While that tool seems quite capable, and likely very practical if being integrated into a workflow that involves some automated process, it doesn't seem to give the ease of control that I have with the panel App that MATE offers.
Mind you, if one prefers command line over GUI, it certainly does look like it would do the job very well!
Always good to have more than one "hammer" in the toolbox!