Note that Mega Menu is an implementation of a general concept. The Mega Menu Plugin website says that by default, sub menu items will be displayed in a dropdown (Flyout). It is not clear if you are asking about Mega Menu specifically or something more general. And if that comment is unclear then you understand how someone might feel about questions without specifics.
I am not a moderator, I am far from being a moderator here, but most forums prefer that only one question be asked in a thread. There are many reasons why that is better. For one thing, more specific questions get more specific answers. It helps to spend time on each question to decide what to ask.
In terms of where to put menus, are you asking in the context of marketing or something else? If marketing then I will be surprised if the first answer is not the answer to that additional question.
I get the impression you will ask better questions after reading more about SEO and related material. You seem concerned about things that have little or no relevance. I don’t know much about SEO but I know it is complicated and that there are many other things to be concerned about.
If it is clear that the whole site relates to things in XTown then I don’t see an need to label everything with XTown as it can be assumed with less verbose and repetitive link text.
Though I talking more in the context of UX over SEO, I wouldn’t really be concerned about the SEO side of this, though maybe having XTown This, XTown That, XTown Other, may be seen as keyword stuffing.