When I adds a context menu to a control in a Custom Command, the Autoclose propertie don’t seem to work for the context menu.
I must to add a MousseLeave event to close the menu.
You probably are not doing anything wrong. I suspect this may be another problem caused by hosting dockable controls in a "regular" win32 window rather than a System.Windows.Forms.Form object. The Form object normally provides some of the functionality for the child controls it contains.