You are correct, Filemenu Tools doesn't edit the
win+x menu (which only exist on windows 8-10) and there is currently no real way to edit classic shells right click menu beyond deleting shortcuts or disabling it entirely.
The feature has been requested, however its use-case is quite limited; since it would only really benefit windows 7 users (as the win+x menu is already quite easy to customize)
Which is why there probably isnt any real 'solution' currently out there
But if its really a big deal, and you are already using classic shell as your primary start menu (and thus aren't willing to sacrifice it for a 'right click' menu) The next best option would probably be coding your own with
Rainmeter and hard-coded links for everything you want to include.. But I would expect that to be a 4~ hour project for someone without any prior coding experience..