The PowerDirector menu system can be great once you figure out what you can and cannot do. Easy to see where one can be confused For example:
Many items can be added to the Root menu like more than 3. The first 3 are for Play, Scenes, Subtitles toggle. The others added do nothing although they were allowed to be created. The item names can be changed to say Play All, Scene Selection, etc. but they do the same thing. You cannot change what they link to.
The extra menu in the Menu Structure screenshot is there because you added a project maybe with chapter/titles created. Use the scroll bar to the bottom to see the chapter/titles in the other project.
From your description of your project earlier, you don’t need the root menu at all so uncheck include the root menu. The first menu you see then will have say two selections; The first title which consist of chapters and the second project which can also have chapters. Try this and I think that it is closer to what you originally intended.