I'm using one menu, Main Menu, on my website... in the Sidebar (off-canvas) as well as with the Megamenu.
If I have a submenu item assigned to a parent menu item in the Main Menu, that parent menu item no longer functions in the Sidebar; it works fine with the Megamenu. It doesn't matter which parent I choose, if there is a submenu ... the parent of that submenu, although the URL displays when you mouse over it, will not function correctly (ie. it can not be selected by clicking on it).
If I remove all the submenu (children) items from the parent menu item it works fine in the Sidebar.
I've tried different settings, such as displaying the submenu items in the Megamenu, but that doesn't help. Moving the submenu to a different parent causes that parent menu item to no longer function in the Sidebar. Changing the menu order has no positive affect.
Essentially, in the Sidebar, if there is a parent menu item with a submenu... that parent acts like it's suddenly a Menu Heading (ie. not clickable even though the URL is still assigned as can be seen when you mouse over the parent).
On my website... the parent menu item is labeled "The Band" ... the musician pages make up the submenu.