The transparent title bar/missing buttons issue with some browsers is known & supposedly fixed in the latest WB, but still occurs with Palemoon on first launch on my rig. Re-applying the skin fixes it here. Minor annoyance but it works. Apparently the browser designers keep messing with title bars with updates, giving Stardock a bit of a moving target.
While the right-click-rollup/down option is still supported by WB, it may not be compatible with the way Google, Mozilla, MS & others have designed their title bars (e.g., with tabs in them). The WB Config window also rolls up/down with that option enabled here, but Palemoon (Firefox clone), Chrome, Tbird and MSOffice apps refuse to rollup/down with right click, and I see the same behavior with Windows Explorer that you describe. So what you're seeing may be way it is & you're not missing anything.
Price of progress & all that.