When you right-click Start, none of the shortcuts in the Win+X (Power User) menu work except the Run command. However, the shortcuts may work fine when launched from the Win+X Shortcuts folder, which is located at:
%LocalAppData%\Microsoft\Windows\WinX
This problem may be caused by a 3rd party shell extension, and Nirsoft’s ShellExView should help you isolate the handler that’s causing the problem.
In ShellExView, disable 3rd party Context Menu shell extensions one at a time, or in a batch, and then use the Restart Explorer (CTRL + E) option after disabling the extension(s). Do this until the problem is resolved.. and eventually narrow down the extension causing the problem. Check out the much useful and a detailed guide on how to use troubleshoot shell extension problems.