Dear Denis,
I forgot that I have access to the admin panel last time :)
I’ve checked out the back-end and the source of this issue was indeed the URL field in “Appearance -> Menus”: you had it as “http://www.touhou.si/#”, whereas the “#” (i.e. just the hashtag without the full URL) would do the trick. Changed that and now the menu behaves as expected.
Sincerely,
Andrew | Satori Studio