I don't think there is any menu.
Good news: your problem can be solved.
Bad news: this is not straightforward way.
Let's assume you have two images with captions from different ranges and you
want them to be in one range ("Illustration").
Go to View → Field Names (or press Ctrl+F9). Instead of number you will see
text "Number range <Drawing or Illustration>". Right click on that text, and
select "Fields...".
In lower part of new window you will see "Value field". One will have
"Illustration+1" and second will have "Drawing+1". You want both fields in
captions to have the same value, e.g. "Illustration+1". You may want to copy
and paste it to be sure there is no spelling mistake.
Click "OK" to close that window. LO (at least 3.4.6) does not update field
text, so you may think that nothing has changed. But if you press Ctrl+F9
again, you will see that second number is greater than first one.
All you have to do now is manually change "Drawing" to "Illustration" in
second caption, as Tom said.
You may want to make sure that there is checkbox checked in
Tools → Options → Appearance → Field shadings
Then all fields (automatically updated text) will have different background
color. This way you may be sure which text is safe to remove and which has
special meaning (it is safe to remove, too, but may break your numbering).