Hi there, custom menus are a core WordPress feature, and not specific to any theme, so this likely isn’t related to Coraline.
To rule out Coraline as the cause, you could try switching to a default theme like Twenty Fourteen or Twenty Thirteen and see if your custom menus work as expected. You may need to reset your widget and other theme-specific settings afterwards, so you might want to make a note of them.
Another troubleshooting technique is to try deactivating all your plugins. Do the menus work? If they do, turn the plugins back on one-by-one to find the conflict.
One more idea: have you tried a different browser? If it happens only in one web browser (like Firefox or Chrome) then try deactivating all of that browsers add-ons or extensions. If the problem goes away, then you know an add-on is to blame and you can try turning them back on one by one to determine which one is at fault.
Let me know how it goes.