I'm sorry to hear about the trouble with our Meteor Mega Menus app!
The app should work with almost all Shopify themes out-of-the-box, but certain themes treat navigation menus differently so there might be some additional settings within the app or theme that need to be adjusted. I believe the Palo Alto theme uses a mobile-first design which may explain why the desktop version of the app's mega menus are not being displayed.
If you're still having issues, do you mind reaching out to our Support team so they can take a deeper look? You can contact our Support team directly via in-app chat or email (email@example.com).