First create a disk image of the project and see if those menus work as expected when played with DVD Player on your Mac. If they do then the problem lies in the burning process.
Follow the workflow described below to help assure the best quality disk possible:
Once you have the project as you want it save it as a disk image via the File ➙ Save as Disk Image menu option. This will separate the encoding process from the burn process.
To check the encoding mount the disk image and launch DVD Player and play it. If it plays OK with DVD Player the encoding was good.
Then burn to disk with Disk Utility or Toast at the slowest speed available (2x-4x) to assure the best burn quality. Always use top quality media: Verbatim, Maxell or Taiyo Yuden DVD-R are the most recommended in these forums.