Have you tested without the custom menu to see if the default menu will remove the HUD, too? I'm thinking that the HUD script, rather than your menu script, may be the problem.
It's possible that picture files will stay in the background and system images disappear. There may be a way to go through the HUD script and change the images to be read through the pictures folder, instead. Otherwise, something else in the HUD script might be removing images upon the call of the menu.
Can you provide a link to the HUD script? I'd like to take a look at it and see if one of those solutions can't fix it (assuming that the HUD script is causing the issue).