I don't even know why this topic exists in the first place.
The Ducky Shine 5 *COMES* with the MENU KEY in the box.
You can remove the FN key and put the menu key on it.
Then you can use the dip switches to change the "location" of the FN key to Right Win, Right Alt, Left Alt or Left win.
Previous shines didn't, but 95%+ of users don't care about the menu key anyway.