Let's start with the feature request.
When reviewing answers we have two mod links, when reviewing questions we only have the one. Having the mod link under the post feels a bit more natural, as that's where it normally is. Extremely insignificant feature request, I know, but coupled with the bug it's a bit more serious. Let's see what happens when you click the sidebar mod link:
Well, that's not right ;)
Lastly, when doing anything from the mod menu (the one that works), you're redirected to the post's page instead of the post's review page. Not sure if this is a bug or a feature request, but it would be nice if we were redirected back where we came from, to continue reviewing. And it would be extra nice if mod actions counted as review actions, mods love badges too!