Ah,yes. The SlimStat plugin has caused problems for years. See the Notes on https://wordpress.org/plugins/easy-fancybox/other_notes/ …
It has been reported that adding the class “noslimstat” to the link in question should solve the issue but in your case, involving the menu, that might not be possible.
Try adding the class to the menu items (seperate it with a space from fancybox-iframe) to see if that works. If so, we’re lucky. If not, please let me know and I’ll take a further look. Maybe there’s another solution to be found.