You’d think taking a screenshot of an app with a context menu showing (while keeping its alpha channel & drop shadow) would be easy in elementary OS but it’s apparently impossible in any X11-based system… until you use a chroma key, that is!
1. Set your wallpaper to green.
2. Take a delayed screenshot of the whole screen using Screenshot app.
3. In Krita, apply a Color to Alpha filter to the green and tweak the threshold until your drop shadows don’t have a green tint to them.