Hello,
Sorry to hear about that.
If we have understood your concern correctly, you mean to say that for the Shop page menu item under your respective Menu you aren’t getting the option to make it dropdown (like selecting HTML Block).
Under the Dropdown settings for the Menu Items, the Full Width and Set sizes are two settings which allow you to select HTML Block as dropdown sub-menu for the main Menu Items, so please once make sure that you have select any of the two available options for the Shop page Menu Item too on your Site: https://snipboard.io/Lb2vre.jpg
And if you want a Classic Dropdown menu style then you need to select the Dropdown settings as Default > and then Sub Menu Items for the Shop Item in a conventional way i.e. Parent -> Sub-Item -> Sub-Item.
Further, you can read more about the Menus here on the official guide:
https://xtemos.com/docs-topic/create-mega-menu/
https://xtemos.com/docs-topic/adding-menu-to-the-site/
Best Regards