Right click - Context Menu - Long Time

When I right-click a file or the map and I want the context menus to be opened
(hope it is called context menu), it takes a long time for menus to open the first
time, when the DO has been closed or after a reboot. Once opened, the first time
it goes very quickly there after.

That's probably caused by a shell extension. See here: Crash, exit or high CPU when right-clicking certain files.

I changed | Settings> Miscellaneous> Advanced> context_menu_debug | to True, which resulted in a significantly faster opening of the menu.

Will this change cause any negatives on some other features in the DO?

I believe that is a coincidence as the context_menu_debug setting would not significantly affect opening speed at all (and if anything would very slightly slow things down).