Steps for reproducing
1. From “Appearance” -> “Customize”, add a menu
2. From “Appearance” -> “Menus”, delete the menu
3. From “Appearance” -> “Menus”, add the menu again, error message “Could not insert term into the database” shown on the top.
That sounds like a WordPress error (most of the customizer is in fact WordPress and not theme options).
Does administering your menus from under Appearance > Menus work as expected?