Thanks for using Alora!
Just to make sure, can you please confirm that you already configured multi-level menu properly under Dashboard > Appearance > Menus? Please navigate here if you ned help on that; https://codex.wordpress.org/WordPress_Menu_User_Guide#Creating_Multi-level_Menus. To have drop-down styled menus you need to configure multi-level menus.
Or, you are trying to say that with the first Header Layout setting option, the drop-down won’t show?
Hope to hear from you soon!