Actually I have placed only this in ThisWorkbook

Code:
Option Explicit

Public WithEvents App As Application

Private Sub App_SheetBeforeRightClick(ByVal Sh As Object, ByVal Target As Range, Cancel As Boolean)
    
    If Target.Columns.Count = Columns.Count Then
        Call AddToCellMenu("Row")
    ElseIf Target.Rows.Count = Rows.Count Then
        Call AddToCellMenu("Column")
    Else
        Call AddToCellMenu("Cell")
    End If
    
End Sub

Private Sub App_WorkbookDeactivate(ByVal Wb As Workbook)

    Call DeleteFromCellMenu
    
End Sub
Private Sub Workbook_Open()
    
    Set App = Application
    
End Sub

This in a Module called Context_Menus

Code:
Sub AddToCellMenu(strCommandBarName As String)

    Dim ContextMenu As CommandBar
    Dim MySubMenu As CommandBarControl

    ' Delete the controls first to avoid duplicates.
    Call DeleteFromCellMenu

    ' Set ContextMenu to the Cell context menu.
    Set ContextMenu = Application.CommandBars(strCommandBarName)

    ' Add one built-in button(Save = 3) to the Cell context menu.
    ContextMenu.Controls.Add Type:=msoControlButton, ID:=3, before:=1

    ' Add one custom button to the Cell context menu.
    With ContextMenu.Controls.Add(Type:=msoControlButton, before:=2)
        .OnAction = "'" & ThisWorkbook.Name & "'!ThisWorkbook." & "ToggleCaseMacro"
        .FaceId = 59
        .Caption = "Toggle Case Upper/Lower/Proper"
        .Tag = "My_Cell_Control_Tag"
    End With

    ' Add a custom submenu with three buttons.
    Set MySubMenu = ContextMenu.Controls.Add(Type:=msoControlPopup, before:=3)

    With MySubMenu
        .Caption = "Case Menu"
        .Tag = "My_Cell_Control_Tag"

        With .Controls.Add(Type:=msoControlButton)
            .OnAction = "'" & ThisWorkbook.Name & "'!ThisWorkbook." & "UpperMacro"
            .FaceId = 100
            .Caption = "Upper Case"
        End With
        With .Controls.Add(Type:=msoControlButton)
            .OnAction = "'" & ThisWorkbook.Name & "'!ThisWorkbook." & "LowerMacro"
            .FaceId = 91
            .Caption = "Lower Case"
        End With
        With .Controls.Add(Type:=msoControlButton)
            .OnAction = "'" & ThisWorkbook.Name & "'!ThisWorkbook." & "ProperMacro"
            .FaceId = 95
            .Caption = "Proper Case"
        End With
    End With

    ' Add a separator to the Cell context menu.
    ContextMenu.Controls(4).BeginGroup = True
End Sub

Sub DeleteFromCellMenu()

    Dim ContextMenu As CommandBar
    Dim ctrl As CommandBarControl
    Dim lng As Long
    Const strBarNames As String = "Cell,Column,Row"
    ' Set ContextMenu to the Cell context menu.
    For lng = LBound(Split(strBarNames, ",")) To UBound(Split(strBarNames, ","))
        Set ContextMenu = Application.CommandBars(Split(strBarNames, ",")(lng))
    
        ' Delete the custom controls with the Tag : My_Cell_Control_Tag.
        For Each ctrl In ContextMenu.Controls
            If ctrl.ID = 3 Or ctrl.Tag = "My_Cell_Control_Tag" Then
                ctrl.Delete
            End If
        Next ctrl
    Next lng
    
End Sub
And finally another module that holds the actual macros

Code:
Sub ToggleCaseMacro()

    Dim CaseRange As Range
    Dim CalcMode As Long
    Dim cell As Range

    On Error Resume Next
    Set CaseRange = Intersect(Selection, _
        Selection.Cells.SpecialCells(xlCellTypeConstants, xlTextValues))
    On Error GoTo 0
    If CaseRange Is Nothing Then Exit Sub

    With Application
        CalcMode = .Calculation
        .Calculation = xlCalculationManual
        .ScreenUpdating = False
        .EnableEvents = False
    End With

    For Each cell In CaseRange.Cells
        Select Case cell.Value
        Case UCase(cell.Value): cell.Value = LCase(cell.Value)
        Case LCase(cell.Value): cell.Value = StrConv(cell.Value, vbProperCase)
        Case Else: cell.Value = UCase(cell.Value)
        End Select
    Next cell

    With Application
        .ScreenUpdating = True
        .EnableEvents = True
        .Calculation = CalcMode
    End With
End Sub

Sub UpperMacro()
    Dim CaseRange As Range
    Dim CalcMode As Long
    Dim cell As Range

    On Error Resume Next
    Set CaseRange = Intersect(Selection, _
        Selection.Cells.SpecialCells(xlCellTypeConstants, xlTextValues))
    On Error GoTo 0
    If CaseRange Is Nothing Then Exit Sub

    With Application
        CalcMode = .Calculation
        .Calculation = xlCalculationManual
        .ScreenUpdating = False
        .EnableEvents = False
    End With

    For Each cell In CaseRange.Cells
        cell.Value = UCase(cell.Value)
    Next cell

    With Application
        .ScreenUpdating = True
        .EnableEvents = True
        .Calculation = CalcMode
    End With
End Sub

Sub LowerMacro()
    Dim CaseRange As Range
    Dim CalcMode As Long
    Dim cell As Range

    On Error Resume Next
    Set CaseRange = Intersect(Selection, _
        Selection.Cells.SpecialCells(xlCellTypeConstants, xlTextValues))
    On Error GoTo 0
    If CaseRange Is Nothing Then Exit Sub

    With Application
        CalcMode = .Calculation
        .Calculation = xlCalculationManual
        .ScreenUpdating = False
        .EnableEvents = False
    End With

    For Each cell In CaseRange.Cells
        cell.Value = LCase(cell.Value)
    Next cell

    With Application
        .ScreenUpdating = True
        .EnableEvents = True
        .Calculation = CalcMode
    End With
End Sub

Sub ProperMacro()
    Dim CaseRange As Range
    Dim CalcMode As Long
    Dim cell As Range

    On Error Resume Next
    Set CaseRange = Intersect(Selection, _
        Selection.Cells.SpecialCells(xlCellTypeConstants, xlTextValues))
    On Error GoTo 0
    If CaseRange Is Nothing Then Exit Sub

    With Application
        CalcMode = .Calculation
        .Calculation = xlCalculationManual
        .ScreenUpdating = False
        .EnableEvents = False
    End With

    For Each cell In CaseRange.Cells
        cell.Value = StrConv(cell.Value, vbProperCase)
    Next cell

    With Application
        .ScreenUpdating = True
        .EnableEvents = True
        .Calculation = CalcMode
    End With
    
End Sub
And it works just fine in personal macro workbook.

I believe that it will do just fine also in xlam

Thank you very much for all the trouble you ve gone into.

I promise to share the addin with my exras as soon as it is tested properly.