add psuedo element over header row to create the illusion of the dropdowns being underneath the header

style.css

/* Replace header row ID for your header row ID with the mega menu inside 
 You will also need to increase the z-index manually of any other elements inside the header 
 that isn't the mega menu, logos, burger, header search, everything to make them visible.
*/

#_header_row-6-248 {
    position: relative;
}

#_header_row-6-248::after {
    top: 0;
    bottom: 0;
    left: 0;
    right: 0;
    content: '';
    position: absolute;
    background: inherit;
    z-index: 10;
}

#_header_row-6-248 .oxy-mega-dropdown_link { 
    position: relative;
    z-index: 100;
}

#_header_row-6-248 .oxy-mega-menu_inner {
 z-index: unset;
}

#_header_row-6-248 .oxy-mega-dropdown_inner {
    z-index: 1;
}