'Save as' dialogue box not as expected and no option to select SRGB when saving an ORF file

Personally IMO, unless you have an good understanding of colour management, I would stay with sRGB color space. The Adobe RGB gamut (range of colours)  can't be rendered on most monitors, most photo bureaux only accept sRGB and if you're going to print to commercial CMYK litho you'll loose around a third of the color gamut anyway. 

Finally, shouldn't take  pictures of your screen with a camera and post them as attachments.

You take and insert screenshots:

https://community.adobe.com/t5/photoshop/faq-how-do-i-capture-and-post-a-screen-shot-or-video/td-p/3922452?page=1

Now you can either set the above Preferences to sRGB or convert the final result to sRGB after your edits.

Adobe RGB is the ideal editing space. You can convert the profile to sRGB under Photoshop's Edit > Convert to Profile and choose sRGB. Do this  on a copy so you can preserve your master files.

Others here are far more experienced than I am and can offer best practices.

Lightroom has the defaults for color spaces when sending your ORF files to Photoshop. My choice for sRGB is not advised, but here is where you find the settings.

Photo 1

Here you select "Save to Computer" and checkmark "Don't show again" From then on, you will see the regular Save As dialog.

I'll need to research the ORF color space issue. I'll reply a bit later.