I figured it out. It was a tad bit confusing. The top site header was displaying that it used 1 particular theme, which I assumed applied to the hamburger overlay menu once clicked. Turns out I was wrong. It was using a different theme. I was able to find out which theme by accident: I clicked the hamburger menu in mobile view to bring up what you see above, then clicked the paint brush icon in the top-right and it informed me that it was in fact using a different theme. Once I had the correct theme, it was easy: To change the BG color it's under "Menu Overlay". From there you can see "background color", "link color", etc. Problem solved.
