Close which menu? Right clicking where?

(edit) That bug has been found and will be fixed in the next release

The save bug is known and may have been addressed in a recent version. I know it's been a persistent annoyance.

As for the transparency, you should be able to set that yourself using CS Options -> General -> User Styles. Use CSS selectors to apply opacity levels to the menu. If you need help, open an issue at the github site.