As @fepitre said, nested virtualization is disabled in Qubes for security reasons (it isn’t security supported in Xen, at least not yet). But if you use just PV, besides having to configure quite a few things manually (like, sys-net and sys-usb), it should work, at least in theory. That said, it’s probably not worth the effort if you are just after making screenshots.
As for screenshots with menu open, the xfce screenshot tool has an option to take screenshot with a delay (run it without arguments - xfce4-screenshooter, I have it bound to ctrl+prnscr, but that’s my custom setting), and then you should be able to capture open menu.