Context menus appear on wrong screen in dual screen mode, or in the wrong place when a window is not maximized. This only happens with custom Aurorae themes.
Examples:
If you can reproduce it using themes (so you tried multiple ones), then this is a KDE bug which can go to https://bugs.kde.org.
Else report it at the issue tracker of your theme (may be at github).
This happens with any custom theme that isn’t the default Breeze theme.
This is 480864 – Titlebar context menu of non-maximized Aurorae-decorated windows is misplaced on Wayland. It’s most likely a Qt bug.