Try resetting your LW configs, or checking whether you have "sticky keys" and/or "mouse keys" enabled.
I've never used either of those keys prefs. But have always had this problem with LW far as I can remember.
Are you on a Mac using LW?
Do you have full access to those sub menus?
I can try to reset my prefs, but I hate to mess up all my custom tabs.
Oh my gosh! They do work. But I have to hold down Shift+Control+Option+click. Perhaps it's my Logitech mouse? I have had Logitech mouses for years. My pen works with Shift+Control.
These popups are for LW only, they aren't supposed to work with Modeler menus are they?
I just confirmed again, and they do work, here using CTRL+SHIFT+[LMB|MMB|RMB] in LW2019.1.5 on OSX 10.13.6.
I seem to recall a conflict with OS-defined keyboard shortcut, but I keep ShortStop active while in LW and that lets me override the OS-defined shortcuts.