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Oh wow, I misinterpreted your answer! Your solution is to always select help, and from there, you find any menu item. And the blue arrow is added by the OS and not you when redacting the screenshot. The key is that the search in the help menu helps locate any menu item.
Thanks for this answer! I knew about Ctrl + F2. Yet, your suggestion is helpful, especially regarding the help menu. This workaround is, unfortunately, inferior compared to Unity's HUD. I am looking for such an option across all top-level menu items.