That header preset is from that file:

templates\shaper_helixultimate\headers\style-2\header.php


and it doesn't have module position for "menu right".  

Only features from template can be used there, like you can set in "Basic".

You can build your own header variant "3" using code from: templates\shaper_helixultimate\headers\style-2\header.php

into: 
    templates\shaper_helixultimate\headers\style-3\header.php

OR

Using Layout creator create custom header with 3 columns grid. It's described in Helix documenation.