I found the problem! In my menu .psd files the "background layer" was not set to visible.
I don't really understand why this is neccessary, I guess because it is using this layer to replace with my selected source video clips? Wouldn't it know anyway that there is an extra layer not categorized in the buttons, the background layer? I guess it needs to "see" it to replace it. :/
I checked all of those background layers on my 6 menus, everything is work perfectly now! I appreciate your help!