I getting issue with setup mega menu.
You can see 1st two mega menu working fine as “WOMEN” and “MEN” menu.
But however same setting applied on next “CHILDREN” menu but there is not generate mega menu.
Please also check this screenshot link, so get better idea about my issue.
Very likely you reached the Max Input Vars limit because of menu items number and your WP can’t save all the settings of your menu. So, if you choose the option, save menu but then you’ll see that option is not saved then increase max input vars limit to 5000 or 8000. You can contact the hosting provider and ask for help with increasing. Read more http://sevenspark.com/wordpress/menu-item-limit