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The new version of Helix Ultimate framework switches the position of the megamenu tab from your menu item edit window within Joomla core to the menu item edit panel of your Template Options.

You will find it as Boxes Icon next to your menu item name. It gives you access to extra settings and Mega Menu options if it would be enabled there. You can add and use badge, icon, and row and column-based menus, also drag and drop the modules to the menu positions from the modules list.

The following new documentation will help you in this case:

https://www.joomshaper.com/documentation/helix-framework/helix-ultimate-2/menu-navigation

Hope this helps!

Best Regards