giving app accessibility permissions

There is no need to use the actions menu to open the Finder item.
If this doesn’t work, try using your mouse or voiceover commands to put the mouse on the app in question and double click.

Another thing you could try is to place VoiceOver focus on the app you want to grant permissions to, and then click the Open button in the dialog. It's more keystrokes, but it might work if Command-O doesn't.

So I kinda have more experience with that than I like to admit, as in, my current occupation is totally based on writing code on top of the consumer side of the accessibility infrastructure on macOS, and I think I know exactly what you are talking about.

When an application requests for accessibility permission, a prompt appears on the screen where you can choose to either grant the privilege in system settings, outright deny it, or get help. The problem is that the prompt itself is spawned by a service with a forbidden activation policy, which among other things prevents it from owning the system menu bar, appearing on the Dock, or being listed in the Command+Tab menu, so actually focusing that prompt with regular system or even common screen-reader key combinations becomes impossible.

The workaround for that is to press and hold Fn+VO while double-pressing F1 (or 1 on older TouchBar Macs), which will bring up the ApplicationChooser Menu from VoiceOver. If the permission prompt is being displayed, the Application Chooser Menu, which you can navigate using the arrow keys, should contain an entry named System Dialogs. Enter that and you should end up in a submenu listing the permission prompt. Once you find the permission prompt, press Enter and VoiceOver will switch its focus to it, allowing you to make a choice. If you click to grant permission in System Settings, the system will open System Settings in the Accessibility pane of Privacy & Security where you can find a table containing all applications and services that have requested accessibility permission in the past, along with a toggle switch that you can use to enable or disable this permission for each of them.

Be careful with what you grant accessibility privileges to, as any application with that privileges is capable of not only controlling your computer, but also to read anything from your input devices, intercept input events, and generate input events.