In Megamenus you say:
To use these classes, scroll up to the very top of the screen on your admin menus page and select the Screen Options tab. Upon doing so, a dropdown will appear featuring various options that can be toggled on or off. Under the Show advanced menu properties section, look for a checkbox labeled CSS Classes and ensure that it is selected.
Now the problem I’m having is an empty Screen Options dropdown.
Before the dropdown click:
And after:
It’s in polish, but I hope you can see what the problem is.