I'm not sure if we clearly understand you problem. When RadMenu is placed on a masterpage, it is usually used for navigation, i.e. on every item click you are actually navigating to a new page. In this case, you cannot ajaxify the request as you are actually loading a totally new page in the browser.
If this is not the case, I think it will be best if you can open a formal support ticket and send us a simple running project (incl. CSS, images, DB backup and so on) demonstrating the problems. In that way we can reproduce and pinpoint the problems you're facing on our side, understand the logic of your application and provide a solution.
the Telerik team