Since xl2010 maybe 2013, not all the right click menus are of the CommandBar variety. So whilst the code may not fail items you add do not appear as what you are seeing is not the actual commandbar.
As I said you can use the RibbonXML to add to contextMenus. See attached, right click shape to see new button at end of list.
You will need to use ribbon xml such as this
< customUI xmlns="http://schemas.microsoft.com/office/2009/07/customui">
< contextMenus>
< contextMenu idMso="ContextMenuShape">
< menuSeparator id="MySeparator" />
< button id="UML_Test" label="Test Me" onAction="UML_Test" />
< /contextMenu>
< /contextMenus>
< /customUI>
and the onAction VBA code in a standard code module,
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