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Is there an quick menu for fast exchanging weapons potions and so on? I can't find it.
You can assign items to numbers on the keyboard if that's what you mean? So 4 selects shotgun, 2 might be a pistol and so on.
2 will always be to change ammo type. Unfortunately that is hardcoded and no one can find a workaround for it (not even with NVSE).

But yeah, you can assign consumables and weapons to numbered keys (except the number 2 like I just mentioned).
To do so you press and hold the key ( that you want to be the hotkey) and then click on the item/weapon while in the pipboy's inventory.