I hope you are well today and thank you for your question.
It is not a menu but the filter.
Could you please share me the page URL from the site where it is displaying so that I can help you to create it?
Don’t you see it in the bottom after scrolling as displayed in the attached screenshot?
If not then would you mind if I log in to your site and do some troubleshooting? If this is ok then could you please temporary share me your site admin log in details privately by adding them in the box having text “Enter your private content here (only you and forum moderators will be able see it)”?