Meinst du DropDown oder Popup?

Das zweite ist etwas kompliziert / bedarf sorgfältige Planung und Ausarbeitung. Grob gesehen könnte es so aussehen:

Dieser Code kommt in ein Modul:

Option Explicit

Public Function GetDropDown(Sh As Object, ByVal Target As Range, Optional ReInit As Boolean) As CommandBar
  
  Const C_POPUP_NAME As String = "__myMainPopup"
  
  Dim objPopup As CommandBar
  
  For Each objPopup In Application.CommandBars
    If objPopup.Name = C_POPUP_NAME Then Exit For
  Next
  
  If Not objPopup Is Nothing And ReInit Then
    Call objPopup.Delete
    Set objPopup = Nothing
  End If
  
  If objPopup Is Nothing Then
    
    Set objPopup = Application.CommandBars.Add(C_POPUP_NAME, msoBarPopup, , True)
    
    '1. Ebene: 1. Element
    With objPopup.Controls.Add(msoControlComboBox, Temporary:=True)
      .OnAction = "Popup_OnAction"
      .Caption = "Item1-1"
      .Tag = "cboSelection1"
      Call .AddItem("SubItem1")
      Call .AddItem("SubItem2")
      Call .AddItem("SubItem3")
    End With
    '1. Ebene: 2. Element
    With objPopup.Controls.Add(msoControlButton, Temporary:=True)
      .OnAction = "Popup_OnAction"
      .Caption = "Item1-2"
      .Tag = "btnAction1"
    End With
    
    '1. Ebene: 3. Element
    With objPopup.Controls.Add(msoControlPopup, Temporary:=True)
      .Caption = "Item1-3"
      .Tag = "mnuSub1"
      '2. Ebene: 1. Element
      With .Controls
        With .Add(msoControlButton, Temporary:=True)
          .OnAction = "Popup_OnAction"
          .Caption = "Item1-3-1"
          .Tag = "btnAction1-1"
        End With
      End With
    End With
    
  End If
  
  Set GetDropDown = objPopup
  
End Function

Public Sub Popup_OnAction()
  With CommandBars.ActionControl
    If .Type = msoControlComboBox Then
      MsgBox .Tag & " { Text = '" & .Text & "' }"
    Else
      MsgBox .Tag
    End If
  End With
End Sub

Dieser Code kommt in DieseArbeitsmape:

Option Explicit

Private Sub Workbook_SheetBeforeDoubleClick(ByVal Sh As Object, ByVal Target As Range, Cancel As Boolean)
  
  Cancel = True
  GetDropDown(Sh, Target, True).ShowPopup
  
End Sub

Wenn du jetzt auf ein beliebiges Tabellenblatt klickst, erhält man soetwas:

Gruß

PS: Wohl am besten / saubersten wäre es, wenn man das in Klassen programmiert.