I believe we can only create new Subpalette into the Zplugin’s Menu.
Is it true even for new created Menu?
If so, are there any possibilties to tackle this issue for a next version of zbrush?
The reason being I would like to organize my Plugins based on projects/tasks.
Your belief is incorrect. You can create folders within the Startup/macros folder. 
If you are writing a plugin then you can create a new sub-palette in any of the existing palettes except the ZScript palette (which you can’t add a plugin to at all). All you need to do is include the palette name like this:
[ISubPalette,"Texture:Image Plane"]//creates a new sub-palette in the Texture palette
[IButton, "Texture:Image Plane:Load Image","pop-up info",
//commands
,,1]//end of button
You can add plugin buttons to existing sub-palettes but they must be there when ZBrush launches (so that means the Tool palette will not work, as they only appear when a 3D tool is selected).
I’ve never tried to add a sub-palette to a custom menu using zscript. As custom menus are created as part of a custom interface configuration then there might be problems with loading order. If you want to do that I suggest you create your plugin as part of the ZPlug palette and then separately create your custom interface, moving the plugin buttons to where you want them. This is essential the method I used for the PaintStop plugin. All the buttons are in the PaintStop sub-palette (in the Document palette) but are hidden until PaintStop is launched.
I can confirm there are issues with loading order. I was trying out some things this weekend and buttons were not showing up
I would kill for a wait/timer command!
About the best solution I’ve found is to fix the interface as I like it and save. With the context sensitive bit it will annoy you. Start a project and give it a name with a 3D object in the project. Open that project and your interface should be as you left it. Any zpr with 3D objects should open to your config. You’re welcome to look at the stuff I have posted, all disclaimers apply.
Sorry for being long, I’ve been busy these last few weeks.
Indeed there is an order issue. 
There is a command within the Maya mel script named “executeDeferred”.
Basically it loads the the specified function at the end of the queue. That’s the one I use to setup my inteface menu in Maya.
This approach works pretty well.
For now I do want you mentioned above, I duplicate the buttons from my Zplugin:XXX to my customized menu. Which is not ideal for flexibility.
Thank you for replying
B.