It seems odd that you would CLICK the menu and then use the keyboard. Firefox has 2 versions, the 'mouse' version is slightly cut down.
Try opening the menu with:
-
Keyboard (press Alt, then F).
-
Mouse (you can press Alt, then CLICK the F)
This is something I rarely use keyboard for, TBH. I use mouse gestures.
I close a tab by drawing an 'L' and can re-open a tab by drawing an 'L' in reverse (bottom to top).
A window by doing 'X' and re-opening a window with an 'L' in reverse but coming down again from the vertical.
I must say, I find gestures (i.e. drawing shapes) much easier to remember - I use ten times more gestures than I remember keyboard shortcuts.
You press right arrow to go there.