Not sure what’s hapenning. I have not tried using the jQuery Mega Menu widget. Suggest you try standard wordpress menu first to test it will work:
Using wordpress menus
– create a new menu – select pages to include in menu and save the menu. select the saved menu in the theme location header menu drop down.
In constructor theme:
customise/ header / header menu (the check box should be checked). Disable pages using drop down under menu items
Remember to press F5 to ensure you are not looking at cached versions of your web pages.
You should find that your new menu shows instead of the constructor menu.