Popups can't be screenshotted
fxcss 0.22.1Source documentation
Menus and the app menu are separate OS-level windows, so they appear in neither
a Marionette chrome screenshot nor a drawWindow rasterisation of the browser
window. Capturing the whole screen instead is worse: it depends on window
stacking and picks up whatever else is on your desktop. Every view shot
captures is therefore an in-document surface.
You can still look at popups in watch, and inspect them with the Browser
Toolbox. These separate popup windows cannot be captured. The standard
screenshot set does include the window-modal quit-confirmation dialog.