If you really use the Zenpage theme from our 1.3 release the sidebar.php of it should already have a call for the printCustomMEnu() function. It should look (partially) like this:

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Sometimes in your live, it takes time... - Reading the first sentence of your last answer there was a click in my head. Fore sure, I could not find this in my sidebar.php. Yes I did the update, but my personal theme has not been updated. So now I made a copy of the new zenpage sidebar.php and there I found this printcustommenu, so now my sidebar is as it should be.

Anyway the menue set does not work, also not zenpage set, I did there some changes.

Maybe it ist, because I did to much changes too my theme already?

It does not look bad at the moment and I can leave it like it is. Thanks a lot for your patience.