I have same problem: 2 menus and second menu doesn’t show the “current-menu-item” class.
The first menu didn’t show either with:
<?php wp_nav_menu (array ( 'theme_location' => 'sidebar-menu', 'container' => 'nav' ) ); ?>
But I removed the container option and it worked:
<nav>
<?php wp_nav_menu (array ( 'theme_location' => 'sidebar-menu' ) ); ?>
</nav>
But it doesn’t work in the second menu (not secondary xD) either with or without the container option:
<?php wp_nav_menu (array ( 'theme_location' => 'main-nav-menu') ); ?>
An extended search has been made! =(